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Macroeconomic announcements and price discovery in the foreign exchange market
Gau, Yin-feng; Wu, Zhen-Xing - In: Journal of international money and finance 79 (2017), pp. 232-254
Persistent link: https://www.econbiz.de/10011788364
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Informativeness of trades around macroeconomic announcements in the foreign exchange market
Wu, Zhen-Xing; Gau, Yin-feng - In: Journal of international financial markets, … 78 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013357272
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Liquidity commonality in foreign exchange markets during the global financial crisis and the sovereign debt crisis : effects of macroeconomic and quantitative easing announcements
Chang, Ya-Ting; Gau, Yin-feng; Hsu, Chih-chiang - In: The North American journal of economics and finance : a … 42 (2017), pp. 172-192
Persistent link: https://www.econbiz.de/10011938097