Monetary policy announcement and algorithmic news trading in the foreign exchange market
Keiichi Goshima and Yusuke Kumano
| Year of publication: |
August 2018
|
|---|---|
| Authors: | Goshima, Keiichi ; Kumano, Yusuke |
| Publisher: |
Tokyo, Japan : Institute for Monetary and Economic Studies, Bank of Japan |
| Subject: | Algorithmic trading | Monetary policy | High frequency data | Foreignexchange market | News trading | Market microstructure | Web access recor | Geldpolitik | Elektronisches Handelssystem | Electronic trading | Devisenmarkt | Foreign exchange market | Ankündigungseffekt | Announcement effect | Marktmikrostruktur | Wechselkurs | Exchange rate | Wertpapierhandel | Securities trading | Volatilität | Volatility | Börsenkurs | Share price |
freely available
| Extent: | 1 Online-Ressource (circa 39 Seiten) |
|---|---|
| Series: | IMES discussion paper series / Englische Ausgabe. - Tokyo : Inst., ZDB-ID 2400203-3. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013447834