Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies
Torben G. Andersen and Tim Bollerslev
| Year of publication: |
2005
|
|---|---|
| Authors: | Andersen, Torben ; Bollerslev, Tim |
| Published in: |
Foreign exchange markets. - Cheltenham [u.a.] : Elgar, ISBN 1-84064-831-7. - 2005, p. 133-179
|
| Subject: | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Theorie | Theory | Wechselkurs | Exchange rate | Deutsche Mark | Wirtschaftsindikator | Economic indicator | US-Dollar | US dollar |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003290893