Arbeitspapier
Do both US and foreign macro surprises matter for the intraday exchange rate? Evidence from Japan
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper; No. 08-07
Bezug (was)
Wirtschaft
Foreign Exchange
International Financial Markets
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
foreign exchange rates
intraday data
macroeconomic news effects
Wechselkurs
Ankündigungseffekt
Konjunktur
Japan
USA
Foreign Exchange
International Financial Markets
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
foreign exchange rates
intraday data
macroeconomic news effects
Wechselkurs
Ankündigungseffekt
Konjunktur
Japan
USA
Beteiligte Personen und Organisationen
Fatum, Rasmus
Hutchison, Michael
Wu, Thomas
Santa Cruz, CA: University of California, Santa Cruz Institute for International Economics (SCIIE)
Hutchison, Michael
Wu, Thomas
Santa Cruz, CA: University of California, Santa Cruz Institute for International Economics (SCIIE)
Erschienen
Santa Cruz, CA: University of California, Santa Cruz Institute for International Economics (SCIIE)
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:58 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Fatum, Rasmus
- Hutchison, Michael
- Wu, Thomas
- Santa Cruz, CA: University of California, Santa Cruz Institute for International Economics (SCIIE)
Entstanden
- Santa Cruz, CA: University of California, Santa Cruz Institute for International Economics (SCIIE)
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