Do trading hours affect volatility links in the foreign exchange market?
Sirimon Treepongkaruna; Robert Brooks; Stephen Gray
| Year of publication: |
2012
|
|---|---|
| Authors: | Sirimon Treepongkaruna ; Brooks, Robert ; Gray, Stephen |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 37.2012, 1, p. 7-27
|
| Subject: | Devisenmarkt | Foreign exchange market | Öffnungszeit | Opening hours | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Momentenmethode | Method of moments |
| 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/10009582208