Further evidence on foreign exchange jumps and news announcements
Year of publication: |
2015
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Authors: | Frömmel, Michael ; Han, Xing ; Van Gysegem, Frederick |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 4, p. 774-787
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Subject: | foreign exchange | Hungary | jumps | microstructure | news | Ungarn | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price |
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