Intraday euro exchange rates and international macroeconomic announcements
Year of publication: |
2011
|
---|---|
Authors: | Evans, Kevin ; Speight, Alan |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 17.2011, 2, p. 83-110
|
Publisher: |
Taylor & Francis Journals |
Subject: | high frequency data | exchange rates | macroeconomic news announcements | asymmetry | realised volatility |
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