The intra-day impact of communication on euro-dollar volatility and jumps
Year of publication: |
2014
|
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Authors: | Dewachter, Hans ; Erdemlioglu, Deniz ; Gnabo, Jean-Yves |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 43.2014, p. 131-154
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Subject: | Central bank communication | Exchange rate communication | Official statements | High-frequency data | Jump process | Volatility | Volatilität | Wechselkurs | Exchange rate | Kommunikation | Communication | EU-Staaten | EU countries | Zentralbank | Central bank | US-Dollar | US dollar | Euro | Politische Kommunikation | Political communication | Informationsverbreitung | Information dissemination | Geldpolitik | Monetary policy |
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