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The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
Almeida, Alvaro; Goodhart, Charles; Payne, Richard - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10006700424
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The effects of macroeconomic news on high frequency exchange rate behavior
Almeida, Alvaro - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10001251498
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Macroeconomic News, Order Flows, and Exchange Rates
Love, Ryan; Payne, Richard - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 467-488
Persistent link: https://www.econbiz.de/10008065786
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Macroeconomic news, order flows, and exchange rates
Love, Ryan; Payne, Richard - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 467-488
Persistent link: https://www.econbiz.de/10003729141
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Centralized trading, transparency, and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos; Payne, Richard; Vasios, Michalis - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10012195554