The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Year of publication: |
2002
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Authors: | Hautsch, Nikolaus ; Hess, Dieter |
Published in: |
European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 6.2002, 2, p. 133-161
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Subject: | Börsenkurs | Share price | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Informationsverbreitung | Information dissemination | Arbeitsmarktstatistik | Labour statistics | Ankündigungseffekt | Announcement effect | Schock | Shock | Schätzung | Estimation | USA | United States |
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Hautsch, Nikolaus, (2002)
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