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Macroeconomic announcements and price discovery in the foreign exchange market
Gau, Yin-feng; Wu, Zhen-Xing - In: Journal of international money and finance 79 (2017), pp. 232-254
Persistent link: https://www.econbiz.de/10011788364
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Informativeness of trades around macroeconomic announcements in the foreign exchange market
Wu, Zhen-Xing; Gau, Yin-feng - In: Journal of international financial markets, … 78 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013357272
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Intraday volatility in the Taipei FX market
Gau, Yin-feng - In: Pacific-Basin finance journal 13 (2005) 4, pp. 471-487
Persistent link: https://www.econbiz.de/10003138333
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Conditional volatility of exchange rates under a target zone
Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000958487
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Intraday exchange rate volatility : ARCH, news and seasonality effects
Gau, Yin-feng; Hua, Mingshu - In: The quarterly review of economics and finance : journal … 47 (2007) 1, pp. 135-158
Persistent link: https://www.econbiz.de/10003416709
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Determinants of periodic volatility of intraday exchange rates in the Taipei FX market
Hua, Mingshu; Gau, Yin-Feng - In: Pacific-Basin finance journal 14 (2006) 2, pp. 193-208
Persistent link: https://www.econbiz.de/10003303541
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Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: International review of economics & finance : IREF 80 (2022), pp. 384-401
Persistent link: https://www.econbiz.de/10013342033