scholarly journals Around-the-Clock USD/MXN Volatility: Macroeconomic Announcement Spillovers and FX Market Intervention Mechanisms

2021 ◽  
Author(s):  
Wilfrido Jurado Pedroza
Keyword(s):  
Federal Reserve ◽  
High Frequency ◽  
High Frequency Data ◽  
Frequency Data ◽  
High Frequencies ◽  
Macroeconomic Announcements ◽  
Market Intervention ◽  
Mexican Peso ◽  
Fx Market ◽  
The U.S

This paper advances the literature on the dynamics of the U.S. Dollar-Mexican Peso (USD/MXN) volatility process by leveraging high-frequency data. First, it documents the factors that characterize the intraday volatility process of the USD/MXN exchange rate at high frequencies based on a sample of five-minute returns from 2008 to 2017. Second, it empirically identifies the effects and the relative impact on the USD/MXN volatility process of various macroeconomic announcements, at different frequencies. The results conclude that the most impactful releases are associated with the monetary policy announcements by the Federal Reserve and Banco de México, together with the publication of some U.S. and China macroeconomic data. Furthermore, the results suggest that the different mechanisms implemented by Mexico's FX Commission have accomplished their objective of stabilizing the volatility of the USD/MXN.

GPS collars are more efficient when collecting high-frequency data

2016 ◽  
Vol 38 (2) ◽  
pp. 237 ◽  
Author(s):  
H. W. McGregor ◽  
S. M. Legge ◽  
M. E. Jones ◽  
C. N. Johnson
Keyword(s):  
High Frequency ◽  
Pivotal Role ◽  
High Frequency Data ◽  
Frequency Data ◽  
Low Frequencies ◽  
High Frequencies ◽  
Gps Collars

Selecting an appropriate fix schedule has a pivotal role when using GPS collars. On the basis of deployments of GPS collars on 35 cats, we report on an often overlooked consideration: that GPS units are more efficient collecting data at high frequencies (15 min between fixes in this study) than low frequencies (>2 h between fixes).

scholarly journals High-frequency data from the U.S. Census Bureau during the COVID-19 pandemic: small vs. new businesses

2021 ◽  
Author(s):  
Catherine Buffington ◽  
Daniel Chapman ◽  
Emin Dinlersoz ◽  
Lucia Foster ◽  
John Haltiwanger
Keyword(s):  
High Frequency ◽  
Census Bureau ◽  
High Frequency Data ◽  
Frequency Data ◽  
The U.S

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

2017 ◽  
Author(s):  
Rim mname Lamouchi ◽  
Russell mname Davidson ◽  
Ibrahim mname Fatnassi ◽  
Abderazak Ben mname Maatoug
Keyword(s):  
Exchange Rate ◽  
High Frequency ◽  
Realized Volatility ◽  
High Frequency Data ◽  
Frequency Data
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