Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market

Keyphrases

• Taipei 100%
• FX Markets 100%
• Volatility 100%
• Exchange Rate 100%
• Currency Exchange Rate 66%
• News Arrival 66%
• Central Bank Intervention 66%
• Taiwan 33%
• Periodic GARCH Models 33%
• Intraday Volatility 33%
• Inventory Position 33%
• Inventory Risk 33%
• Public News 33%
• Traders 33%

Economics, Econometrics and Finance

• Foreign Exchange Market 100%
• Volatility 100%
• Exchange Rate 100%
• Central Bank 50%
• US Dollar 25%
• ARCH Model 25%