Intraday volatility in the Taipei FX market

Keyphrases

• Taiwan 100%
• Taipei 100%
• FX Markets 100%
• Intraday Volatility 100%
• Currency Exchange Rate 75%
• Exchange Rate Changes 50%
• Periodic GARCH Models 25%
• Volatility 25%
• Periodic Structures 25%
• Foreign Exchange 25%
• News Releases 25%
• Market-based 25%
• News Announcements 25%
• U-shaped Pattern 25%
• Macroeconomic News 25%
• Dummy Variable Approach 25%
• Lunch Break 25%

Economics, Econometrics and Finance

• Foreign Exchange Market 100%
• Volatility 100%
• Exchange Rate Changes 50%
• ARCH Model 25%
• Macroeconomics 25%
• Foreign Exchange 25%
• Exchange Rate 25%