Author:
Bales Stephan,Burghartz Kaspar,Hitz Lukas
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference15 articles.
1. A Descriptive Study of High-Frequency Trade and Quote Option Data;T Andersen;Journal of Financial Econometrics,2021
2. Policy uncertainty and the sovereign-bank nexus: A time-frequency analysis using wavelet transformation;S Bales;Finance Research Letters,2022
3. 2023a. Does the source of uncertainty matter? The impact of financial, newspaper and Twitter-based measures on U.S. banks;S Bales;Research in International Business and Finance
4. 2023b. Intra-day risk-neutral densities and macroeconomic announcements;S Bales;SSRN Electronic Journal