Impact of news announcements on the foreign exchange implied volatility

Journal of International Financial Markets, Institutions and Money

Volumn 22, Issue 4, 2012, Pages 719-737

  Marshall, Andrew ^a   Musayev, Taleh ^a   Pinto, Helena ^a   Tang, Leilei ^a  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Foreign exchange; Implied volatility; News announcements

Indexed keywords

EID: 84863310338     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2012.04.006     Document Type: Article

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