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~subject:"Announcement effect"
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Announcement effect
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ECONIS (ZBW)
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Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
2
Intraday periodicity, long memory volatility, and macro announcements in the US Treasury bond market
Cai, Jun
;
Bollerslev, Tim
;
Song, Frank M.
-
1999
Persistent link: https://www.econbiz.de/10001432959
Saved in:
3
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
4
Micro effects of macro announcements : real-time price discovery in foreign exchange
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
93
(
2003
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10001767312
Saved in:
5
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
6
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
7
DM-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000609240
Saved in:
8
Micro effects of macro announcements : real-time price discovery in foreign exchange?
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685955
Saved in:
9
Micro effects of macro announcements : real-time price discovery in foreign exchange
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
Persistent link: https://www.econbiz.de/10001671281
Saved in:
10
Micro effects of macro announcements : real-time price discovery in foreign exchange
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019989
Saved in:
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