Macroeconomic news and intraday seasonal volatility in the cryptocurrency markets-Reference-Cited by-同舟云学术

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Macroeconomic news and intraday seasonal volatility in the cryptocurrency markets

Published:2023-05-15 Issue: Volume: Page:1-17
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Ben Omrane Walid¹^ORCID,Houidi Fatma²,Savaser Tanseli³

Affiliation:

1. Department of Finance, Operations and Information Systems, Goodman School of Business, Brock University, Ontario, Canada

2. Research in Economics, Financial Analysis and Modeling Unit (URAMEF), Sfax Business School, University of Sfax, Sfax, Tunisia

3. Department of Economics, Vassar College, New York, USA

Funder

Brock University Explore Grant

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2023.2212970

Reference37 articles.

1. Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies

2. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

3. Real-time price discovery in global stock, bond and foreign exchange markets

4. Macroeconomic news, public communications, and foreign exchange jumps around U.S. and European financial crises

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe;Review of Quantitative Finance and Accounting;2024-06-10

2. Major determinants of Bitcoin price: Application of a vector error correction model;Investment Management and Financial Innovations;2023-11-21

3. Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components;Chaos: An Interdisciplinary Journal of Nonlinear Science;2023-08-01

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