News sentiment and overshooting of exchange rates
Year of publication: |
September 2016
|
---|---|
Authors: | Feuerriegel, Stefan ; Wolff, Georg ; Neumann, Dirk |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 43/45, p. 4238-4250
|
Subject: | Exchange rate | overshooting model | news sentiment | multivariate analysis | Wechselkurs | Overshooting | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis |
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