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Omrane et al., 2017 - Google Patents

Exchange rate volatility response to macroeconomic news during the global financial crisis

Omrane et al., 2017

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Document ID
11045880892158849788
Author
Omrane W
Savaşer T
Publication year
Publication venue
International Review of Financial Analysis

External Links

Snippet

We investigate the volatility reaction to macroeconomic news in major currency markets during the recent global financial crisis. We first present an alternative method for determining the changes in economic states by endogenously estimating crisis thresholds …
Continue reading at repository.bilkent.edu.tr (PDF) (other versions)

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