Journal article · 2010

Intraday CAC40, DAX and WIG20 returns when the American macro news is announced

Będowska-Sójka, B.

Bank i Kredyt, 41(2), 7–20

Full text: see the publisher version via DOI.

Research topics: Volatility, high-frequency data and macroeconomic news

Cite

@article{bik2010_intraday,
  title = {Intraday CAC40, DAX and WIG20 returns when the American macro news is announced},
  author = {Będowska-Sójka, B.},
  year = {2010},
  journal = {Bank i Kredyt},
  note = {41(2), 7–20}
}