Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - Center for Financial Studies - 2004
influences of various macroeconomic announcements.
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spillover effects from the U.S. to the Euro area being somewhat stronger … BSI Gamma conference, the 2004 Symposium of the ECB-CFS Research Network, as well as Rui
Albuquerque, Annika Alexius … foreign exchange market. For
concreteness, we refer to the home currency as the Dollar and the foreign currency as the Euro …