Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?

Author:

Plíhal Tomáš,Lyócsa Štefan

Funder

Grantová Agentura České Republiky

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

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5. Micro effects of macro announcements: Real-time price discovery in foreign exchange;Andersen;The American Economic Review,2003

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