The effect of macroeconomic news announcement and order flow on exchange rate return and volatility
碩士 === 國立高雄應用科技大學 === 國際企業研究所 === 101 === This paper first examines the effects of order flow on exchange rate returns and volatility under different frequencies. We employ a new dataset representing a majority of global interdealer transactions in two most-traded currency pairs from one minute to w...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22506435428337934130 |