Day-of-the-week effect of major currency pairs : new evidences from investors' fear gauge
Vipul Kumar Singh
| Year of publication: |
2019
|
|---|---|
| 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 | Devisenmarkt | Foreign exchange market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Wechselkurs | Exchange rate | US-Dollar | US dollar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-019-00140-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012155317