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~type_genre:"Aufsatz in Zeitschrift"
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Ankündigungseffekt
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Announcement effect
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Scheduled macroeconomic announcements
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Volatility
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Volatilität
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Asia-Pacific region
1
Asiatisch-pazifischer Raum
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Exchange rate
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Federal Funds rate
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Foreign exchange rates
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Impact assessment
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Market component portfolios
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Persistence of news impact
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Portfolio selection
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Portfolio-Management
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Speed of news impact
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Systematic cojumps
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Aufsatz in Zeitschrift
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Kam Fong Chan
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Bowman, Robert G.
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Chhagan, Mahesh
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Marsden, Alastair
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Journal of empirical finance
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Pacific-Basin finance journal
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Systematic cojumps, market component portfolios and
scheduled
macroeconomic
announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
- In:
Journal of empirical finance
43
(
2017
),
pp. 43-58
Persistent link: https://www.econbiz.de/10011817903
Saved in:
2
Cross-border scheduled macroeconomic news impacts : evidence from high-frequency Asia Pacific currencies
Kam Fong Chan
;
Chhagan, Mahesh
;
Marsden, Alastair
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 37-54
Persistent link: https://www.econbiz.de/10011800614
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