Stock market interactions and the impact of macroeconomic news : evidence from high frequency data of European futures markets
Bea Canto; Roman Kräussl
| Year of publication: |
June 2006
|
|---|---|
| Other Persons: | Cantó, Beatriu (contributor) ; Kräussl, Roman (contributor) |
| Publisher: |
Frankfurt, Main : Center for Financial Studies |
| Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Kointegration | Cointegration | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | EU-Staaten | EU countries | Marktmikrostruktur | Market microstructure |
freely available
| Extent: | Online-Ressource, [29] S., Text graph. Darst. |
|---|---|
| Series: | CFS working paper series. - Frankfurt, M. : [Verlag nicht ermittelbar], ZDB-ID 2196856-1. - Vol. 2006,25 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/25491 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003446407