Influence of order flow and news announcements on exchange rate volatility in electronic broking system
碩士 === 國立暨南國際大學 === 國際企業學系 === 97 === This paper analyzes whether order flow (on behalf of private information) and news surprises (on behalf of public information) have asymmetric influences on the volatility of EUR/USD and USD/JPY. Using the high-frequency dataset from electronic broking system in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87866976130128133994 |