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Asymmetric news effects on exc...
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Showing
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1
The relevance of accuracy for the impact of macroeconomic news on
volatility
Laakkonen, Helinä
;
Lanne, Markku
-
2009
Persistent link: https://www.econbiz.de/10003836433
Saved in:
2
Asymmetric news effects on
volatility
: good vs. bad news in good vs. bad times
Laakkonen, Helina
(
contributor
);
Lanne, Markku
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003666187
Saved in:
3
Exchange rate
volatility
, macro announcements and the choice of intraday seasonality filtering method
Laakkonen, Helinä
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003581472
Saved in:
4
The relevance of accuracy for the impact of macroeconomic news on exchange rate
volatility
Laakkonen, Helinä
;
Lanne, Markku
- In:
International journal of finance & economics : IJFE
18
(
2013
)
4
,
pp. 339-351
Persistent link: https://www.econbiz.de/10010355971
Saved in:
5
The impact of macroeconomic news on exchange rate
volatility
Laakkonen, Helinä
- In:
Finnish economic papers
20
(
2007
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10003538881
Saved in:
6
Intraday
euro
exchange rates and international macroeconomic announcements
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 83-110
Persistent link: https://www.econbiz.de/10009155460
Saved in:
7
The impact of macroeconomic news on exchange rate
volatility
Laakkonen, Helinä
-
2004
Persistent link: https://www.econbiz.de/10002495327
Saved in:
8
Time-varying effects of macroeconomic news on
euro
-dollar returns
Ben Omrane, Walid
;
Savaser, Tanseli
;
Welch, Robert L.
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
Saved in:
9
Exchange Rate
Volatility
, Macro Announcements and the Choice of Intraday Seasonality Filtering Method
Laakkonen, Helinä
-
2007
Filtering intraday seasonality in
volatility
is crucial for using high frequency data in econometric analysis. This … paper studies the effects of filtering on statistical inference concerning the impact of news on exchange rate
volatility
…
Persistent link: https://www.econbiz.de/10014222454
Saved in:
10
Price discovery and liquidity recovery : forex market reactions to macro announcements
Yamada, Masahiro
;
Itō, Takatoshi
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013417335
Saved in:
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