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metadata language: English

Meteor Showers or Heat Waves?

Version
v1
Resource Type
Dataset : survey data
Creator
  • Engle, Robert F.
  • Ito, Takato
  • Lin, Wen-Ling
Other Title
  • Version 1 (Subtitle)
Publication Date
1996-01-03
Language
English
Description
  • Abstract

    These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
  • Table of Contents

    Datasets:

    • DS1: Dataset
Collection Mode
  • The closing and opening rates in the Tokyo market are collected daily from the Nihon Keizai Shinbun. The closing and opening rates in the New York market are given by the Federal Reserve Bank of New York.

Availability
Download
This study is freely available to the general public via web download.
Alternative Identifiers
  • 1010 (Type: ICPSR Study Number)
Publications
  • Engle, Robert F., Ito, Takatoshi, Lin, Wen Ling. Meteor showers or heat waves? Heteroskedastic intra-daily volatility in the foreign exchange market. Econometrica.58, (3), 525-542.1990.
    • ID: http://www.jstor.org/stable/2938189 (URL)

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Engle, Robert F.; Ito, Takato; Lin, Wen-Ling (1996): Meteor Showers or Heat Waves?. Version 1. Version: v1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/ICPSR01010.v1