Open AccessThe Intra-Day Impact of Communication on Euro-Dollar Volatility and Jumps
Author(s) -
Hans Dewachter,
Deniz Erdemlioglu,
JeanYves Gnabo,
Christelle Lecourt
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2230346
Subject(s) - volatility (finance) , liberian dollar , economics , monetary economics , international economics , econometrics , finance
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