The effects of macro news on exchange rates volatilities : evidence from BRICS countries
Year of publication: |
2020
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Authors: | Lin, Zhitao ; Ouyang, Ruolan ; Zhang, Xuan |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 8, p. 1817-1842
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Subject: | BRICS countries | exchange rate volatility | macro news surprise | Wechselkurs | Exchange rate | BRICS-Staaten | Volatilität | Volatility | Ankündigungseffekt | Announcement effect |
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