Journal article · 2011

The impact of macro news on volatility of stock exchanges

Będowska-Sójka, B.

Dynamic Econometric Models, 11, 99–110

DOI: 10.12775/DEM.2011.007

Full text: see the publisher version via DOI.

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

Cite

@article{dem2011_macronews,
  title = {The impact of macro news on volatility of stock exchanges},
  author = {Będowska-Sójka, B.},
  year = {2011},
  journal = {Dynamic Econometric Models},
  note = {11, 99–110},
  doi = {10.12775/DEM.2011.007}
}