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Macroeconomic news surprises and volatility spillover in foreign exchange markets

Bibliographic reference Ben Omrane, Walid ; Hafner, Christian. Macroeconomic news surprises and volatility spillover in foreign exchange markets. In: Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna, Vol. 48, no. 2, p. 577-607 (2015)
Permanent URL http://hdl.handle.net/2078.1/154922
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