mdmFacet
May June 2024 Jul
MoTuWeThFrSaSu
   1  2
  3  4  5  6  7  8  9
10111213141516
17181920212223
24252627282930

Detail

EuropeanaInformation 
Raw data [ X ]
<section name="raw">
    <SEQUENTIAL>
      <record key="001" att1="001" value="192817" att2="192817">001   192817</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Aufsatz, Zeitschrift</field>
      <field key="076" subkey="">Ökonomie</field>
      <field key="079" subkey="y">http://dx.doi.org/10.1007/s00181-013-0792-4</field>
      <field key="079" subkey="z">Ben Omrane, Walid - et al., Macroeconomic news surprises and volatility spillover in foreign exchange markets (pdf)</field>
      <field key="100" subkey="">Ben Omrane, Walid</field>
      <field key="103" subkey="">Goodman School of Business, Brock University, St. Catharines, Canada</field>
      <field key="104" subkey="a">Hafner, Christian</field>
      <field key="107" subkey="">Louvain School of Statistics, Biostatistics and Actuarial Sciences, Catholic University of Louvain, Belgium</field>
      <field key="331" subkey="">Macroeconomic news surprises and volatility spillover in foreign exchange markets</field>
      <field key="542" subkey="">0377-7332</field>
      <field key="542" subkey="w">1435-8921</field>
      <field key="544" subkey="n">EE48.2015(2);4</field>
      <field key="590" subkey="">Empirical Economics, A Journal of the Institute for Advanced Studies, Vienna, Austria</field>
      <field key="596" subkey="a">48.2015, issue 2, 577 - 607</field>
      <field key="700" subkey="">F31</field>
      <field key="700" subkey="">F4</field>
      <field key="700" subkey="">C32</field>
      <field key="700" subkey="">C5</field>
      <field key="720" subkey="">Foreign exchange markets</field>
      <field key="720" subkey="">Volatility spillovers</field>
      <field key="720" subkey="">News surprises</field>
      <field key="720" subkey="">Impulse response analysis</field>
    </SEQUENTIAL>
  </section>
Servertime: 0.312 sec | Clienttime: sec