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Keywords: Senior official speeches
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Journal Articles
Senior official speeches and severe price discontinuities in the foreign exchange market
Available to Purchase
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2023) 40 (5): 773–794.
Published: 06 October 2023
... the relatively small jumps that occur when volatility is low. After identifying jumps, this study examines their reactions to senior official speeches and macroeconomic news surrounding the US and European Union (EU) financial crises. Findings Despite having the most influential individual speakers...
