Day-Of-The-Week Effect on Romanian Foreign Exchange Market during Quiet and Turbulent Times

Some calendar anomalies could have different characteristics during quiet and turbulent times. This paper approaches the behavior of day-of-the-week (DOW) effect on the Romanian foreign exchange market for three periods: January 2010 - December 2014, January 2015 - December 2019 and January 2020 - August 2022. The results suggest there were differences between characteristics of the DOW effect in quiet and turbulent circumstances

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Year of publication:	2022
Authors:	Stefanescu, Razvan ; Dumitriu, Ramona
Publisher:	[S.l.] : SSRN
Subject:	Rumänien \| Romania \| Devisenmarkt \| Foreign exchange market \| Kalendereffekt \| Calendar effect \| Volatilität \| Volatility

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