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: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2013
|
Online Access: | http://ndltd.ncl.edu.tw/handle/22506435428337934130 |