Intraday volatility responses to monetary policy events
| Year of publication: |
2009
|
|---|---|
| Authors: | Lunde, Asger ; Zebedee, Allan |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 23.2009, 4, p. 383-399
|
| Publisher: |
Springer |
| Subject: | Monetary policy | Exchange traded funds | Intraday volatility | High-frequency data |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008527207