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~person:"Taylor, Nicholas"
~subject:"Bayesian learning"
~subject:"Exchange rate"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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On the effects of private information on volatility
Opschoor, Anne
;
Wel, Michel van der
;
Dijk, Dick van
; …
-
2011
-
This version: May 9, 2011
' expectations about
macroeconomic
announcements
. Finally, we find that the effect of private information on volatility is larger …
Persistent link: https://www.econbiz.de/10011386466
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