A wavelet transform analysis of the relationship between unexpected macroeconomic news and foreign exchange rates
Year of publication: |
2013
|
---|---|
Authors: | Chen, Show-lin ; Chou, Ching-chin ; Chen, Nen-jing |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 1/3, p. 292-296
|
Subject: | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | US-Dollar | US dollar | Yen |
-
Intraday yen-dollar exchange rate movements : news or noise?
Itō, Takatoshi, (1988)
-
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun, (2001)
-
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun, (2005)
- More ...
-
Chen, Show-Lin, (2013)
-
Chou, Ching-chin, (2011)
-
Chou, Ching-Chin, (2011)
- More ...