The effect of macro news on volatility and jumps
Dimitrios I. Vortelinos (Lincoln Business School, University of Lincoln, UK)
| Year of publication: |
2015
|
|---|---|
| Authors: | Vortelinos, Dimitrios I. |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 16.2015, 2, p. 425-447
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| Subject: | Macroeconomic announcements | Volatility | Jumps | Financial markets | Volatilität | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Finanzmarkt | Financial market | Wirkungsanalyse | Impact assessment | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011428184