Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
Walid Ben Omrane, Yusi Tao, Robert Welch
| Year of publication: |
December 2017
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| Authors: | Ben Omrane, Walid ; Tao, Yusi ; Welch, Robert L. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 9-30
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| Subject: | Macroeconomic news | Limit order book | Foreign exchange market | Vector autoregressive | Devisenmarkt | Wertpapierhandel | Securities trading | Finanzkrise | Financial crisis | US-Dollar | US dollar | Ankündigungseffekt | Announcement effect | USA | United States | Wechselkurs | Exchange rate | Theorie | Theory | Marktmikrostruktur | Market microstructure | Euro |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747218