Jumps in equilibrium prices and asymmetric news in foreign exchange markets
Year of publication: |
[2015]
|
---|---|
Authors: | El Ouadghiri, Imane ; Uctum, Remzi |
Publisher: |
Nanterre : Université de Paris Ouest Nanterre La Défense |
Subject: | Forex market | announcements | jump detection test | high frequency data | microstructure noise | asymmetric GARCH | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Theorie | Theory | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | Noise Trading | Noise trading | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
---|---|
Series: | Document de travail. - Nanterre : [Verlag nicht ermittelbar], ZDB-ID 2817159-7. - Vol. 2015, 14 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane, (2016)
-
The influence of intraday seasonality on volatility transmission pattern
Alemany, N., (2019)
-
Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil, (2024)
- More ...
-
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane, (2016)
-
Macroeconomic expectations and time varying heterogeneity : evidence from individual survey data
El Ouadghiri, Imane, (2020)
-
Public attention to environmental issues and stock market returns
El Ouadghiri, Imane, (2019)
- More ...