Registro completo de metadatos
| Campo DC | Valor | Lengua/Idioma |
|---|---|---|
| dc.creator | Matesanz Gómez, David | - |
| dc.creator | Ortega, Guillermo José | - |
| dc.date | 2018-07-16T14:25:02Z | - |
| dc.date | 2018-07-16T14:25:02Z | - |
| dc.date | 2015-01 | - |
| dc.date | 2018-07-03T13:51:07Z | - |
| dc.date.accessioned | 2019-04-29T15:53:37Z | - |
| dc.date.available | 2019-04-29T15:53:37Z | - |
| dc.date.issued | 2015-01 | - |
| dc.identifier | Matesanz Gómez, David; Ortega, Guillermo José; Dissimilar Effects of World News Announcements on Euro/Dollar/Yen Exchange Rates: An Econophysics Approach; Kavala Institute of Technology; Journal of Engineering Science and Technology Review; 8; 1; 1-2015; 86-90 | - |
| dc.identifier | 1791-2377 | - |
| dc.identifier | http://hdl.handle.net/11336/52147 | - |
| dc.identifier | CONICET Digital | - |
| dc.identifier | CONICET | - |
| dc.identifier.uri | http://rodna.bn.gov.ar:8080/jspui/handle/bnmm/304833 | - |
| dc.description | This paper revisits the issue of the influence of macro-economic announcements over the exchange rates volatility, but from a different perspective as it is the usual in the econometric literature. By quantifying the impact of world-wide macroeconomic information published in the economic calendar in several recent years we were able to construct long events' time series with the objective to test whether they influence exchange rate volatilities in several currencies. In order to do that, Granger causality test was employed by using a computational approach. Our results show that announcements from U.S.A are, by far, the most important influence over the three spot forex quotes, Euro/Dollar, Euro/Yen and Dollar/Yen. The method proposed here opens the door to address several open questions until now. | - |
| dc.description | Fil: Matesanz Gómez, David. Universidad de Oviedo. Facultad de Ciencias Económicas y Empresariales. Departamento de Economía Aplicada; España | - |
| dc.description | Fil: Ortega, Guillermo José. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de Quilmes; Argentina | - |
| dc.format | application/pdf | - |
| dc.format | application/pdf | - |
| dc.language | eng | - |
| dc.publisher | Kavala Institute of Technology | - |
| dc.relation | info:eu-repo/semantics/altIdentifier/url/http://www.jestr.org/index.php?option=com_content&view=article&id=38&Itemid=83 | - |
| dc.rights | info:eu-repo/semantics/restrictedAccess | - |
| dc.rights | https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ | - |
| dc.source | reponame:CONICET Digital (CONICET) | - |
| dc.source | instname:Consejo Nacional de Investigaciones Científicas y Técnicas | - |
| dc.source | instacron:CONICET | - |
| dc.subject | Intraday data | - |
| dc.subject | Macroeconomic announcements | - |
| dc.subject | exchange rates | - |
| dc.subject | granger causality | - |
| dc.subject | Economía, Econometría | - |
| dc.subject | Economía y Negocios | - |
| dc.subject | CIENCIAS SOCIALES | - |
| dc.title | Dissimilar Effects of World News Announcements on Euro/Dollar/Yen Exchange Rates: An Econophysics Approach | - |
| dc.type | info:eu-repo/semantics/article | - |
| dc.type | info:eu-repo/semantics/publishedVersion | - |
| dc.type | info:ar-repo/semantics/articulo | - |
| Aparece en las colecciones: | CONICET | |
Ficheros en este ítem:
No hay ficheros asociados a este ítem.