Neglected Common Factors in Exchange Rate Volatility
Year of publication: |
1994-01
|
---|---|
Authors: | Mahieu, Ronald ; Schotman, Peter |
Institutions: | European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ. |
Subject: | Stochastic Volatility | Exchange Rates | Factor Models | Risk Efficiency | Competitive Market Making | Rational Expectations |
-
Short-term Investment and the Informational Efficiency of the Market
Vives, Xavier, (1994)
-
A Dynamic Model of an Imperfectly Competitive Bid-Ask Market
Vayanos, Dimitri, (1993)
-
Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus, (2012)
- More ...
-
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders
Jong, Frank de, (1999)
-
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders
de Jong, Frank, (1999)
-
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders
Jong, Frank de, (1999)
- More ...