The Influence of Order Flow and News Announcements on EUR/USD and USD/JPY Exchange Rate Volatility-Using GARCH Model
碩士 === 國立高雄應用科技大學 === 國際企業系 === 99 === This paper examines whether order flow and news surprises have influences on the volatility of EUR/USD and USD/JPY. Using one year’s high-frequency dataset from EBS. Using GARCH model, incorporate the volatility of intraday EUR/USD and USD/JPY exchange rate, or...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/60799573588424874678 |