The relevance of accuracy for the impact of macroeconomic news on exchange rate volatility

International Journal of Finance and Economics

Volumn 18, Issue 4, 2013, Pages 339-351

  Laakkonen, Helinä ^a,b   Lanne, Markku ^b  

^a BANK OF FINLAND   (Finland)

^b UNIVERSITY OF HELSINKI   (Finland)

Author keywords

Accuracy; Foreign exchange; High frequency; Macroeconomic news; Revisions; Volatility

Indexed keywords

ACCURACY ASSESSMENT; EXCHANGE RATE; MACROECONOMICS; VOLATILIZATION;

EID: 84885897302     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.1467     Document Type: Article

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