Asymmetries and state dependence : the impact of macro surprises on intraday exchange rates
Year of publication: |
2012
|
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Authors: | Fatum, Rasmus ; Hutchison, Michael M. ; Wu, Thomas Yen Hon |
Published in: |
Journal of the Japanese and international economies : an international journal ; JJIE. - Amsterdam [u.a.] : Elsevier, ISSN 0889-1583, ZDB-ID 626389-6. - Vol. 26.2012, 4, p. 542-560
|
Subject: | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Zins | Interest rate | Geldmarkt | Money market | Japan | USA | United States | 1999-2006 |
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