The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Nikolaus Hautsch ; Dieter Hess
| Year of publication: |
2002
|
|---|---|
| Authors: | Hautsch, Nikolaus ; Hess, Dieter |
| Publisher: |
Konstanz : CFE |
| Subject: | Börsenkurs | Share price | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Informationsverbreitung | Information dissemination | Arbeitsmarktstatistik | Labour statistics | Ankündigungseffekt | Announcement effect | Schock | Shock | Schätzung | Estimation | USA | United States |
| Extent: | 36 S graph. Darst |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 02/06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://econometrics.wiwi.uni-konstanz.de/CoFE/Papers/dp02_06.pdf Literaturverz. S. 33 - 36 |
| Classification: | E44 - Financial Markets and the Macroeconomy ; G14 - Information and Market Efficiency; Event Studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001683737