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Public Information Arrival, Exchange Rate Volatility, and Quote Frequency

Bibliographic Data

ID9716270
AuthorsMichael Melvin (0000-0003-0032-7380, Arizona State University), Xixi Yin (American Express Company)
Year2000
Volume110
Issue465
Pages644-661
Publication date2000-07-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueThe Economic Journal (JOURNAL)
Journal identifiersISSN: 0013-0133 • E-ISSN: 1468-0297
PublisherOxford University Press (OUP) (PUBLISHER)
DOI10.1111/1468-0297.00558
OpenAlexW2007514734
LanguageEN
Citations received2
References cited5

Journal Article Public Information Arrival, Exchange Rate Volatility, and Quote Frequency Get access Michael Melvin, Michael Melvin Arizona State University Search for other works by this author on: Oxford Academic Google Scholar Xixi Yin Xixi Yin American Express Company Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 110, Issue 465, July 2000, Pages 644–661, https://doi.org/10.1111/1468-0297.00558 Published: 25 December 2001

Economics · Financial economics · Library science · Volatility (finance · Auditing, Earnings Management, Governance · Computer Science · Financial Markets and Investment Strategies · History · Monetary Policy and Economic Impact

  • The Global Transmission of Volatility in the Foreign Exchange Market

    Michael Melvin, Bettina Peiers Melvin•The Review of Economics and…•2003

  • Econometric Modeling of Exchange Rate Volatility and Jumps

    Open Access•Deniz Erdemlioglu, Sébastien Laurent et al.•SSRN Electronic Journal•2012

  • Sand in the Wheels of Foreign Exchange Markets

    Peter Garber, Peter M Garber et al.•The Economic Journal•1995

  • Capital Controls, the EMS and EMU

    Peter B Kenen, Peter Β Kenen•The Economic Journal•1995

Unique citing works2
Citations per year0,09
Citation span2003 - 2012 (10)
Citation velocityhistorical
Highly citedNo
Citation typesNeutral: 2

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