Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Torben G. Andersen and Tim Bollerslev
| Year of publication: |
1998
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|---|---|
| Authors: | Andersen, Torben |
| Other Persons: | Bollerslev, Tim (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 53.1998, 1, p. 219-265
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| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Deutsche Mark | US-Dollar | US dollar | Ankündigungseffekt | Announcement effect | Wirtschaftsindikator | Economic indicator | Theorie | Theory | USA | United States | 1992-1993 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001235487