The impact of German macroeconomic news on emerging European forex markets
Michala Moravcová
| Year of publication: |
October 2018
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|---|---|
| Authors: | Moravcová, Michala |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 27.2018, 5, p. 505-521
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| Subject: | EGARCH | exchange rate volatility | heteroscedasticity | macroeconomic news announcements | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Deutschland | Germany | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Schätzung | Estimation | US-Dollar | US dollar | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18267/j.pep.670 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011918965