Intraday euro exchange rates and international macroeconomic announcements
Year of publication: |
2011
|
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Authors: | Evans, Kevin P. ; Speight, Alan E. H. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 17.2011, 1/2, p. 83-110
|
Subject: | high frequency data | exchange rates | macroeconomic news announcements | asymmetry | realised volatility | Wechselkurs | Exchange rate | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Euro | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | EU-Staaten | EU countries | US-Dollar | US dollar | Großbritannien | United Kingdom |
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