Noise trading and autocorrelation interactions in the foreign exchange market: Evidence from developed and emerging economies
Year of publication: |
2008
|
---|---|
Authors: | Laopodis, Nikiforos |
Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 32.2008, 3, p. 271-293
|
Publisher: |
Springer |
Subject: | Noise trading | Autocorrelation | GARCH | Asymmetry | Exchange rate |
-
Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian, (2000)
-
Volatility analysis in international indices
Altin, Hakan, (2022)
-
Odionye, Joseph Chukwudi, (2024)
- More ...
-
Asymetry in the interest-rate volatility transmission mechanism : the German leadership hypothesis
Laopodis, Nikiforos, (2008)
-
Fiscal policy and stock market efficiency : evidence for the United States
Laopodis, Nikiforos, (2009)
-
Are fundamentals still relevant for European economies in the post-Euro period?
Laopodis, Nikiforos, (2009)
- More ...