Work

Jumps and Post-FOMC Announcement Returns in Currency Markets

Year: 2025

Type: article

Source: The Review of Asset Pricing Studies

DOI: 10.1093/rapstu/raaf003

Authors: Suzanne S Lee, Minho Wang

Institutions: Georgia Institute of Technology, Florida International University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4411170597

FWCI: 1.861

Cites: 87

Cited by: 2

Related to: 10