Macroeconomic news surprises and volatility spillover in foreign exchange markets

Walid Ben Omrane and Christian Hafner

No 2013059, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2013-01-01
References: Add references at CitEc
Citations:

Downloads: (external link)
https://alfresco.uclouvain.be/alfresco/service/gue ... nomic.pdf?guest=true (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
Journal Article: Macroeconomic news surprises and volatility spillover in foreign exchange markets (2015)
Working Paper: Macroeconomic news surprises and volatility spillover in foreign exchange markets (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aiz:louvad:2013059

Access Statistics for this paper

More papers in LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) Voie du Roman Pays 20, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Nadja Peiffer ().