The Dynamic Interaction of Trading Flows, Macroeconomic Announcements and the CAD/USD Exchange Rate : Evidence from Disaggregated Data
Year of publication: |
2009
|
---|---|
Authors: | Gradojevic, Nikola |
Other Persons: | Neely, Christopher J. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 17, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1397648 [DOI] |
Classification: | F31 - Foreign Exchange ; F37 - International Finance Forecasting and Simulation ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Central bank information shocks and exchange rates
Franz, Thorsten, (2020)
-
International investment positions and exchange rate dynamics
Binder, Michael, (2014)
-
The Cross-Section of Currency Volatility Premia
Della Corte, Pasquale, (2019)
- More ...
-
The dynamic interaction of order flows and the CAD/USD exchange rate
Gradojevic, Nikola, (2008)
-
The Dynamic Interaction of Order Flows and the CAD/USD Exchange Rate
Gradojevic, Nikola, (2008)
-
The dynamic interaction of order flows and the CAD/USD exchange rate
Gradojevic, Nikola, (2008)
- More ...