Intraday exchange rate volatility transmissions across QE announcements
Dimitris Kenourgios, Stephanos Papadamou, Dimitrios Dimitriou
| Year of publication: |
August 2015
|
|---|---|
| Authors: | Kenourgios, Dimitris ; Papadamou, Stephanos ; Dimitriou, Dimitrios |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 14.2015, p. 128-134
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| Subject: | Quantitative easing | Announcements | Foreign exchange | Intraday | Volatility transmission | Volatilität | Volatility | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Geldpolitische Transmission | Monetary transmission | Spillover-Effekt | Spillover effect | Quantitative Lockerung | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2015.05.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011552689