On quantitative easing and high frequency exchange rate dynamics
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
|
Subject: | Quantitative easing | Exchange rates | Intraday | Volatility | Dynamic conditional correlation | Volatilität | Wechselkurs | Exchange rate | Quantitative Lockerung | Geldpolitik | Monetary policy | ARCH-Modell | ARCH model | Schätzung | Estimation | Korrelation | Correlation | Deutschland | Germany |
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