Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Süleyman Serdengeçti, Ahmet Şensoya ; Türkiye Cumhuriyet Merkez Bankası
| Year of publication: |
September 2019
|
|---|---|
| Authors: | Serdengeçti, Süleyman ; Şensoya, Ahmet |
| Institutions: | Türkiye Cumhuriyet Merkez Bankası (issuing body) |
| Publisher: |
Ankara, Turkey : Central Bank of the Republic of Turkey, Head Office, Structural Economic Research Department |
| Subject: | FX Microstructure | Volume-Volatility Nexus | Mixture of DistributionHypothesis (MDH) | Sequential Information Arrival Hypothesis (SIAH) | Dispersion ofBeliefs Hypothesis (DBH) | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | Handelsvolumen der Börse | Trading volume | Schwellenländer | Emerging economies | Aktienmarkt | Stock market |
freely available