The Effects of US Macroeconomic Surprises on the Intraday Movements of Foreign Exchange Rates: Cases of USD-EUR and USD-JPY Exchange Rates
Year of publication: |
2010
|
---|---|
Authors: | Han, Young Wook |
Published in: |
International Economic Journal. - Taylor & Francis Journals, ISSN 1016-8737. - Vol. 24.2010, 3, p. 375-396
|
Publisher: |
Taylor & Francis Journals |
Subject: | Intraday foreign exchange rates | time-varying jumps | FIGARCH | long memory property | US macroeconomic surprises | mixture distribution |
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