Work

Macroeconomic news announcements, systemic risk, financial market volatility, and jumps

Year: 2018

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.21898

Author: Xin Huang

Institution: Federal Reserve Board of Governors

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122997665

FWCI: 7.598

Cites: 39

Cited by: 51

Related to: 10