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Intraday volatility responses to monetary policy events

Asger Lunde () and Allan Zebedee ()

Financial Markets and Portfolio Management, 2009, vol. 23, issue 4, 383-399

Keywords: Monetary policy; Exchange traded funds; Intraday volatility; High-frequency data; C22; G11; G12 (search for similar items in EconPapers)
Date: 2009
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