Exchange rates and macro news in emerging markets
Guglielmo Maria Caporale, Fabio Spagnolo, Nicola Spagnolo
| Year of publication: |
December 2018
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Spagnolo, Fabio ; Spagnolo, Nicola |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 46.2018, p. 516-527
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| Subject: | Emerging markets | Exchange rates | GARCH model | Macro news | Schwellenländer | Emerging economies | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2018.06.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011983723