The news effects on exchange rate returns and volatility : evidence from Pakistan
Year of publication: |
2022
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Authors: | Jabeen, Munazza ; Rashid, Abdul ; Ihsan, Hajra |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 1, p. 745-769
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Subject: | macroeconomic news announcements | market expectations | Pak-rupee exchange rates | real-time data | Volatilität | Volatility | Pakistan | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | US-Dollar | US dollar | Wirkungsanalyse | Impact assessment | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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