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  • Search: subject:"Intraday data"
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Year of publication
Subject
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Intraday data 83 Volatilität 70 intraday data 70 Börsenkurs 69 Share price 68 Volatility 68 ARCH model 36 ARCH-Modell 36 Capital income 29 Kapitaleinkommen 29 Ankündigungseffekt 23 Announcement effect 20 Aktienmarkt 17 Wechselkurs 17 Schätzung 16 Stock market 16 Estimation 15 Geldpolitik 14 Wirkungsanalyse 14 Exchange rate 13 Intraday Data 13 event study 13 Event study 12 Monetary policy 12 Ereignisstudie 11 Forecasting model 11 Prognoseverfahren 11 Theorie 11 Theory 11 Welt 11 World 11 macroeconomic announcements 11 EU ETS 10 Impact assessment 10 Risk 10 USA 10 Zeitreihenanalyse 10 EU-Staaten 9 Handelsvolumen der Börse 9 Portfolio selection 9
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Online availability
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Free 80 Undetermined 65 CC license 4
Type of publication
All
Article 103 Book / Working Paper 64
Type of publication (narrower categories)
All
Article in journal 79 Aufsatz in Zeitschrift 79 Working Paper 37 Arbeitspapier 15 Graue Literatur 15 Non-commercial literature 15 Article 2 Congress Report 2 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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English 139 Undetermined 27 German 1
Author
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Fatum, Rasmus 13 Sévi, Benoît 12 Gurgul, Henryk 8 Chevallier, Julien 7 De Nard, Gianluca 7 Engle, Robert F. 7 Ledoit, Olivier 7 Pedersen, Jesper 7 Wolf, Michael 7 Wójtowicz, Tomasz 7 Brooks, Robert 5 Do, Hung Xuan 5 Jawadi, Fredj 5 Kočenda, Evžen 5 Wu, Eliza 5 Andersson, Magnus 4 Gregoriou, Andros 4 Heinlein, Reinhold 4 Hutchison, Michael 4 Kurov, Alexander 4 Mahadeo, Scott M. R. 4 Stan, Raluca 4 Wu, Thomas 4 Ammann, Manuel 3 Bubák, Vít 3 Buesser, Ralf 3 Daza-Izquierdo, Julio 3 Entorf, Horst 3 Ftiti, Zied 3 Gu, Chen 3 Haupenthal, Andreas 3 Hudson, Robert 3 Kocenda, Evžen 3 Legrenzi, Gabriella 3 Louhichi, Waël 3 Miralles-Quirós, José Luis 3 Mishra, Vinod 3 Moravcová, Michala 3 Neuenkirch, Matthias 3 Rehman, Seema 3
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Institution
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Economic Policy Research Unit (EPRU), Økonomisk Institut 3 College of Law and Business 2 Department of Econometrics and Business Statistics, Monash Business School 2 European Central Bank 2 School of Economics and Finance 2 University of Western Sydney 2 Université Paris-Dauphine (Paris IX) 2 William Davidson Institute, University of Michigan 2 CESifo 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics, University of Peloponnese 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Fondazione ENI Enrico Mattei (FEEM) 1 Graduate School of Economics, Osaka University 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 HAL 1 Institute for Monetary and Economic Studies, Bank of Japan 1 Reserve Bank of Australia 1 School of Finance, Universität St. Gallen 1 Université Paris-Dauphine 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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EPRU Working Paper Series 6 Working Paper 6 Applied economics 5 International review of economics & finance : IREF 5 Journal of banking & finance 5 Finance research letters 4 Managerial economics 4 CESifo Working Paper 3 International Review of Financial Analysis 3 International review of financial analysis 3 Journal of empirical finance 3 Research in international business and finance 3 Working paper series / University of Zurich, Department of Economics 3 CESifo working papers 2 ECB Working Paper 2 Economic modelling 2 Economics Papers from University Paris Dauphine 2 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 2 Emerging markets review 2 Energy economics 2 Finance a úvěr 2 IES Working Paper 2 IES working paper 2 Nota di Lavoro 2 Review of quantitative finance and accounting 2 Romanian journal of economic forecasting 2 The North American journal of economics and finance : a journal of financial economics studies 2 William Davidson Institute Working Papers Series 2 Working Paper Series / European Central Bank 2 Working paper 2 ZEW Discussion Papers 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Asia-Pacific journal of financial studies 1 Business and Economic Research : BER 1 CERGE-EI Working Papers 1 CESifo Working Paper Series 1 CORE Discussion Papers 1 Central European journal of economic modelling and econometrics 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Collegium of Economic Analysis working paper series 1
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Source
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ECONIS (ZBW) 95 RePEc 45 EconStor 24 BASE 2 Other ZBW resources 1
Showing 131 - 140 of 167
Cover Image
Using intraday data to gauge financial market responses to Fed and ECB monetary policy decisions
Andersson, Magnus - 2007
economies’ monetary policy decisions, over a uniform sample period (April 1999 to May 2006). For this purpose, intraday data on …
Persistent link: https://www.econbiz.de/10011604772
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Cover Image
Real-time effects of central bank interventions in the euro market
Fatum, Rasmus; Pedersen, Jesper - 2007
This paper investigates the real-time effects of foreign exchange intervention using official intraday intervention data provided by the Danish central bank. Denmark is currently pursuing an active intervention policy under the provisions of the Exchange Rate Mechanism (ERM II) and intervenes on...
Persistent link: https://www.econbiz.de/10010285331
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Using intraday data to gauge financial market responses to Fed and ECB monetary policy decisions
Andersson, Magnus - European Central Bank - 2007
economies’ monetary policy decisions, over a uniform sample period (April 1999 to May 2006). For this purpose, intraday data on …
Persistent link: https://www.econbiz.de/10005530918
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Cover Image
Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data
Égert, Balázs; Kocenda, Evžen - William Davidson Institute, University of Michigan - 2007
Developed and Emerging European Stock Markets: Evidence from Intraday Data By: Balázs Égert and Evžen Kočenda … Stock Markets: Evidence from Intraday Data Balázs Égert a Evžen Kočenda b Abstract We study … Keywords: stock markets, intraday data, comovements, bi-variate GARCH, European integration a …
Persistent link: https://www.econbiz.de/10005784632
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Cover Image
Real-Time Effects of Central Bank Interventions in the Euro Market
Fatum, Rasmus; Pedersen, Jesper - Economic Policy Research Unit (EPRU), Økonomisk Institut - 2007
short-term policy instrument for exchange rate management. Key words: Foreign Exchange Intervention; Intraday Data …
Persistent link: https://www.econbiz.de/10005225528
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Cover Image
Real-Time Effects of Central Bank Interventions in the Euro Market
Fatum, Rasmus; Pedersen, Jesper - 2007
This paper investigates the real-time effects of foreign exchange intervention using official intraday intervention data provided by the Danish central bank. Denmark is currently pursuing an active intervention policy under the provisions of the Exchange Rate Mechanism (ERM II) and intervenes on...
Persistent link: https://www.econbiz.de/10010320961
Saved in:
Cover Image
Real-time effects of central bank interventions in the Euro market
Fatum, Rasmus; Pedersen, Jesper - 2007
This paper investigates the real-time effects of foreign exchange intervention using official intraday intervention data provided by the Danish central bank. Denmark is currently pursuing an active intervention policy under the provisions of the Exchange Rate Mechanism (ERM II) and intervenes on...
Persistent link: https://www.econbiz.de/10010321198
Saved in:
Cover Image
Which news moves the euro area bond market?
Andersson, Magnus; Hansen, Lars Jul; Sebestyén, Szabolcs - 2006
This paper explores a long dataset (1999-2005) of intraday prices on German long-term bond futures and examines market responses to major macroeconomic announcements and ECB monetary policy releases. In general, adjustments in prices are quick and new information is usually incorporated into...
Persistent link: https://www.econbiz.de/10011604677
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Cover Image
Which news moves the euro area bond market?
Andersson, Magnus; Hansen, Lars Jul; Sebestyén, Szabolcs - European Central Bank - 2006
This paper explores a long dataset (1999-2005) of intraday prices on German long-term bond futures and examines market responses to major macroeconomic announcements and ECB monetary policy releases. In general, adjustments in prices are quick and new information is usually incorporated into...
Persistent link: https://www.econbiz.de/10005344935
Saved in:
Cover Image
Intraday liquidity patterns in Indian stock market
Krishnan, R.; Mishra, Vinod - In: Journal of Asian Economics 28 (2013) C, pp. 99-114
This paper is an empirical study of the intraday liquidity patterns on the National Stock Exchange (NSE) of India. Using trade and quotes data on stocks contained in the NIFTY index, we find that most of the volume and spread related to liquidity measures are U-shaped, similar to those found in...
Persistent link: https://www.econbiz.de/10010868904
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