Further evidence on foreign exchange jumps and news announcements
Michael Frömmel, Xing Han and Frederick Van Gysegem
| Year of publication: |
2015
|
|---|---|
| Authors: | Frömmel, Michael ; Han, Xing ; Van Gysegem, Frederick |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 4, p. 774-787
|
| Subject: | foreign exchange | Hungary | jumps | microstructure | news | Ungarn | Ankündigungseffekt | Announcement effect | Wechselkurs | Exchange rate | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price |
| 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/10011404582