Monetary policy announcements and algorithmic news trading in the foreign exchange market
Year of publication: |
2019
|
---|---|
Authors: | Goshima, Keiichi ; Kumano, Yusuke |
Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 37.2019, p. 71-98
|
Subject: | Algorithmic trading | Monetary policy | Foreign exchange market | News trading | Market microstructure | Geldpolitik | Devisenmarkt | Ankündigungseffekt | Announcement effect | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Volatilität | Volatility | Schätzung | Estimation | Wechselkurs | Exchange rate |
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