The relevance of accuracy for the impact of macroeconomic news on exchange rate volatility
Year of publication: |
2013
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Authors: | Laakkonen, Helinä ; Lanne, Markku |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 18.2013, 4, p. 339-351
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Subject: | Macroeconomic news | volatility | high frequency | revisions | accuracy | foreign exchange | Volatilität | Volatility | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | US-Dollar | US dollar | Euro | Wirkungsanalyse | Impact assessment | Wirtschaftsindikator | Economic indicator |
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