Day-of-the-week effect of major currency pairs : new evidences from investors' fear gauge
Year of publication: |
2019
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Authors: | Singh, Vipul Kumar |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 7, p. 493-507
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Subject: | Day-of-the-week | Currency markets | Implied volatility | GARCH | Volatilität | Volatility | Kalendereffekt | Calendar effect | Schätzung | Estimation | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | US-Dollar | US dollar | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Euro | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance |
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