Jumps and Post-FOMC Announcement Returns in Currency Markets Article

Lee, Suzanne S, Wang, Minho. Jumps and Post-FOMC Announcement Returns in Currency Markets . Review of Asset Pricing Studies, 15(3-4), 247-287. 10.1093/rapstu/raaf003

cited authors

  • Lee, Suzanne S; Wang, Minho

authors

published in

keywords

  • Business & Economics
  • Business, Finance
  • CRASH RISK
  • EXCHANGE-RATE
  • FEDERAL-RESERVE
  • HIGH-FREQUENCY RESPONSE
  • INFORMATION
  • INTEREST-RATES
  • INVESTOR INATTENTION
  • PRICE REACTION
  • STOCK MARKETS
  • Social Sciences
  • UNDERREACTION

Digital Object Identifier (DOI)

publisher

  • OXFORD UNIV PRESS

start page

  • 247

end page

  • 287

volume

  • 15

issue

  • 3-4