HIGHLIGHTS
- who: JEL Code D and collaborators from the (UNIVERSITY) have published the Article: Investigating Unusual Changes in Real-Dollar Exchange Rate, in the Journal: (JOURNAL)
- what: The aim of this work is to test one technique created to obtain, from the information contained in financial asset prices, useful information about unusual future price movements. The authors aim to assess the informational content of implied volatilities based on Malz approach, which applies Granger causality test to capture lagged relationship higher than oneday length. The authors applied an encompassing test likewise the approach undertaken in the RBE . . .
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