Impact of news announcements on the foreign exchange implied volatility
Year of publication: |
2012
|
---|---|
Authors: | Marshall, Andrew ; Musayev, Taleh ; Pinto, Helena ; Tang, Leilei |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 22.2012, 4, p. 719-737
|
Publisher: |
Elsevier |
Subject: | Implied volatility | News announcements | Foreign exchange |
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