Risk–return relationships in foreign-cur
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Li-Ming Han; Onem Ozocak
📂
Article
📅
2002
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John Wiley and Sons
🌐
English
⚖ 217 KB
## Abstract This study uses the tick data for foreign‐currency futures to examine risk–return relationships on macroeconomic announcements. This study—different from previous studies—examines the risk–return relationship by capturing the announcement effect on returns with announcement surprises an