Intraday volatility responses to monetary policy events

Financial Markets and Portfolio Management

Volumn 23, Issue 4, 2009, Pages 383-399

  Lunde, Asger ^a   Zebedee, Allan A ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b CLARKSON UNIVERSITY   (United States)

Author keywords

Exchange traded funds; High frequency data; Intraday volatility; Monetary policy

Indexed keywords

EID: 70350705810     PISSN: 15554961     EISSN: 1555497X     Source Type: Journal    
DOI: 10.1007/s11408-009-0114-1     Document Type: Article

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