The intra-day impact of communication on euro-dollar volatility and jumps
Hans Dewachter; Deniz Erdemlioglu; Jean-Yves Gnabo; Christelle Lecourt
| Year of publication: |
2014
|
|---|---|
| Authors: | Dewachter, Hans ; Erdemlioglu, Deniz ; Gnabo, Jean-Yves |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 43.2014, p. 131-154
|
| Subject: | Central bank communication | Exchange rate communication | Official statements | High-frequency data | Jump process | Volatility | Volatilität | Wechselkurs | Exchange rate | Kommunikation | Communication | Zentralbank | Central bank | EU-Staaten | EU countries | Euro | US-Dollar | US dollar | Politische Kommunikation | Political communication | Informationsverbreitung | Information dissemination | Ankündigungseffekt | Announcement effect |
| Extent: | graph. Darst. |
|---|---|
| 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/10010372633