The effect of macro news on volatility and jumps
Year of publication: |
2015
|
---|---|
Authors: | Vortelinos, Dimitrios I. |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 16.2015, 2, p. 425-447
|
Subject: | Macroeconomic announcements | Volatility | Jumps | Financial markets | Volatilität | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Finanzmarkt | Financial market |
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