The impact of macroeconomic announcements in the Brazilian futures markets
Year of publication: |
2014
|
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Authors: | Santos, Francisco ; Garcia, Márcio Gomes Pinto ; Medeiros, Marcelo C. |
Publisher: |
Rio de Janeiro : PUC, Dep. of Economía |
Subject: | high frequency data | macroeconomic announcements | financial markets | investment strategy | futures markets | Brazil | Wirkungsanalyse | Impact assessment | Brasilien | Ankündigungseffekt | Announcement effect | Finanzmarkt | Financial market | Volatilität | Volatility | Derivat | Derivative |
Extent: | Online-Ressource ([74] S.) graph. Darst. |
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Series: | Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia. - Rio de Janeiro : [Verlag nicht ermittelbar], ZDB-ID 2451506-1. - Vol. 623 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/176106 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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