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~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Discussion papers / Helsinki Center of Economic Research : discussion paper
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The relevance of accuracy for the impact of macroeconomic news on volatility
Laakkonen, Helinä
;
Lanne, Markku
-
2009
macroeconomic news data set includes the scheduled releases of 20 US macroe- conomic indicators from the years
1999-2004
published …
Persistent link: https://www.econbiz.de/10003836433
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Asymmetric news effects on volatility : good vs. bad news in good vs. bad times
Laakkonen, Helina
(
contributor
);
Lanne, Markku
(
contributor
)
-
2008
USA for the period
1999-2004
. The data include the announcement date and time in one minute accuracy, the announced gure …
Persistent link: https://www.econbiz.de/10003666187
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