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~person:"Kam Fong Chan"
~person:"Taylor, Nicholas"
~subject:"Economic indicator"
~subject:"Monetary policy"
~subject:"Volatility"
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Search: subject:"Macroeconomic Announcements"
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Economic indicator
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Volatilität
5
Ankündigungseffekt
4
Announcement effect
4
Government securities
2
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2
Macroeconomic announcements
2
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2
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Kam Fong Chan
Taylor, Nicholas
Wójtowicz, Tomasz
5
Gurgul, Henryk
4
Brzeszczyński, Janusz
3
Füss, Roland
3
Kočenda, Evžen
3
Kutan, Ali Mustafa
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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ECONIS (ZBW)
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Systematic cojumps, market component portfolios and scheduled
macroeconomic
announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
- In:
Journal of empirical finance
43
(
2017
),
pp. 43-58
Persistent link: https://www.econbiz.de/10011817903
Saved in:
2
Cross-border scheduled macroeconomic news impacts : evidence from high-frequency Asia Pacific currencies
Kam Fong Chan
;
Chhagan, Mahesh
;
Marsden, Alastair
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 37-54
Persistent link: https://www.econbiz.de/10011800614
Saved in:
3
On the effects of private information on volatility
Opschoor, Anne
;
Wel, Michel van der
;
Dijk, Dick van
; …
-
2011
-
This version: May 9, 2011
' expectations about
macroeconomic
announcements
. Finally, we find that the effect of private information on volatility is larger …
Persistent link: https://www.econbiz.de/10011386466
Saved in:
4
Currency jumps and crises : do developed and emerging market currencies jump together?
Kam Fong Chan
;
Powell, John Gregory
;
Sirimon Treepongkaruna
- In:
Pacific-Basin finance journal
30
(
2014
),
pp. 132-157
Persistent link: https://www.econbiz.de/10010496360
Saved in:
5
Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
Saved in:
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