Information and volatility links in the foreign exchange market
Sirimon Treepongkaruna; Stephen Gray
| Year of publication: |
2009
|
|---|---|
| Authors: | Sirimon Treepongkaruna ; Gray, Stephen |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 49.2009, 2, p. 385-405
|
| Subject: | Jeff Fleming | Devisenmarkt | Foreign exchange market | Informationsverbreitung | Information dissemination | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Wechselkurs | Exchange rate | Schätzung | Estimation | 1997-1998 |
| 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/10003859699