Micro effects of macro announcements : real-time price discovery in foreign exchange
Year of publication: |
2002
|
---|---|
Authors: | Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. ; Vega, Clara |
Publisher: |
Cambridge, Mass. : NBER |
Subject: | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Industrieländer | Industrialized countries | Wirkungsanalyse | Impact assessment |
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