On quantitative easing and high frequency exchange rate dynamics
Dimitris Kenourgios, Stephanos Papadamou, Dimitrios Dimitriou
| Year of publication: |
2015
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|---|---|
| Authors: | Kenourgios, Dimitris ; Papadamou, Stephanos ; Dimitriou, Dimitrios |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 34.2015, p. 110-125
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| Subject: | Quantitative easing | Exchange rates | Intraday | Volatility | Dynamic conditional correlation | Volatilität | Wechselkurs | Exchange rate | Quantitative Lockerung | Geldpolitik | Monetary policy | Korrelation | Correlation | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011325751