✦ LIBER ✦

Information arrivals and intraday exchange rate volatility

✍ Scribed by Yuanchen Chang; Stephen J Taylor

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Public information arrival and volatilit

✍ Petko S. Kalev; Wai-Man Liu; Peter K. Pham; Elvis Jarnecic 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 299 KB

Public Information Arrival, Exchange Rat

✍ Michael Melvin; Xixi Yin 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 577 KB

A note on intraday foreign exchange vola

✍ Nobuya Takezawa 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 363 KB

Forecasting daily exchange rate volatili

✍ Martin Martens 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 121 KB

Intraday exchange rate volatility: ARCH,

✍ Yin-Feng Gau; Mingshu Hua 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 602 KB

International macroeconomic announcement

✍ Kevin Evans; Alan Speight 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 434 KB