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Dynamic news effects in high frequency Euro exchange rate returns and volatility

Kevin P. Evans

Publication Data

Title Dynamic news effects in high frequency Euro exchange rate returns and volatility
Author Kevin P. Evans
Contributors Alan E. H. Speight, Cardiff Business School
Publisher Cardiff Business School
Publication date 2006
Publication location Cardiff
Language English

Descriptive Notes

Title from PDF title page (viewed on 14 Apr., 2010).

Topics

Foreign exchange rates
Euro

Catalogue Data

OBNB ID GBB050929
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 37 p.
P1042 Includes bibliographical references.

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Dynamic news effects in high frequency Euro exchange rate returns and volatility by Kevin P. Evans. Published by Cardiff Business School in 2006. Publication and catalogue information, links to buy online and reader comments.