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~institution:"Bonn Graduate School of Economics"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Internationaler Währungsfonds / Research Department"
~institution:"Kansantaloustieteen Laitos <Tampere>"
~subject:"Announcement effect"
~subject:"Volatility"
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Announcement effect
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Kansantaloustieteen Laitos <Tampere>
National Bureau of Economic Research
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17
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6
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ECONIS (ZBW)
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Modeling and forecasting DAX index volatility
Lazarov, Zdravetz
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
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2
Consumption smoothing and exchange rate volatility
Turtelboom, Bart G.
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1995
Persistent link: https://www.econbiz.de/10000931300
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3
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
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4
Responses of the stock market to macroeconomic announcements across economic states
Li, Li
-
1998
Persistent link: https://www.econbiz.de/10000991601
Saved in:
5
Industry portfolios and macroeconomic shocks : an impulse response and variance decomposition analysis
Järvinen, Jari
-
1998
Persistent link: https://www.econbiz.de/10000998687
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6
Industry portfolios and macroeconomic news
Järvinen, Jari
-
1997
Persistent link: https://www.econbiz.de/10000970269
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7
Industry portfolios, news and business conditions : evidence from the Finnish stock market
Järvinen, Jari
-
1997
Persistent link: https://www.econbiz.de/10000970274
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8
Exchange rate volatility, pricing to market and trade smoothing
Clark, Peter B.
-
1997
Persistent link: https://www.econbiz.de/10000975919
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9
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
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