Intraday effects of macroeconomic shocks on the US Dollar-Euro exchange rates

Japan and the World Economy

Volumn 20, Issue 4, 2008, Pages 585-600

  Han, Young Wook ^a  

^a Hallym University   (South Korea)

Author keywords

Asymmetric responses; FIGARCH model; High frequency Dollar Euro exchange rates; Long memory volatility; Macroeconomic shocks

Indexed keywords

EID: 54349102329     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.japwor.2007.03.004     Document Type: Article

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