The intra-day impact of communication on euro-dollar...

The intra-day impact of communication on euro-dollar volatility and jumps

Dewachter, Hans, Erdemlioglu, Deniz, Gnabo, Jean-Yves, Lecourt, Christelle
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Volume:
43
Language:
english
Journal:
Journal of International Money and Finance
DOI:
10.1016/j.jimonfin.2014.01.003
Date:
May, 2014
File:
PDF, 1.18 MB
english, 2014
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