Foreign exchange futures volatility : day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Li-ming Han; John L. Kling; Clifford W. Sell
| Year of publication: |
1999
|
|---|---|
| Authors: | Han, Li-ming ; Kling, John L. ; Sell, Clifford W. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 6, p. 665-693
|
| Subject: | Währungsderivat | Currency derivative | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Ankündigungseffekt | Announcement effect | Wirtschaftsindikator | Economic indicator | USA | United States | 1990-1997 |