Resolution of financial market uncertainty around the release of unemployment rate announcements
Chen Gu, Denghui Chen, Raluca Stan
| Year of publication: |
2022
|
|---|---|
| Authors: | Gu, Chen ; Chen, Denghui ; Stan, Raluca |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 586-596
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| Subject: | Asymmetric effect | Financial market uncertainty | Implied volatility | Intraday data | Unemployment news | Volatilität | Volatility | Finanzmarkt | Financial market | Arbeitslosigkeit | Unemployment | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.077 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342634