Global macroeconomic announcements and foreign exchange implied volatility
Muhammad Ishfaq, Zhang Bi Qiong, Syed Mehmood Raza Shah
| Year of publication: |
2017
|
|---|---|
| Authors: | Ishfaq, Muhammad ; Qiong, Zhang Bi ; Shah, Syed Mehmood Raza |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 5, p. 119-127
|
| Subject: | Implied Volatility | Macroeconomic Announcements | Foreign Exchange | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Wechselkurs | Exchange rate | Wirkungsanalyse | Impact assessment | Währungsderivat | Currency derivative |
| 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/10011833975