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An empirical investigation of the premium for volatility risk in currency options for the British pound

Sarwar, Ghulam - In: Applied financial economics 12 (2002) 12, pp. 913-921

Persistent link: https://www.econbiz.de/10001724754

Trading collar, intraday periodicity and stock market volatility

Aradhyula, Satheesh V.; Ergün, A. Tolga - In: Applied financial economics 14 (2004) 13, pp. 909-913

Persistent link: https://www.econbiz.de/10002195469

On the link between volatility and growth : evidence fromn Canadian provinces

DeJuan, Joseph P.; Gurr, Simon - In: Applied economics letters 11 (2004) 5, pp. 279-282

Persistent link: https://www.econbiz.de/10002032955

Transmission of returns and volatility in art markets : a multivariate GARCH analysis

Higgs, Helen; Worthington, Andrew Charles - In: Applied economics letters 11 (2004) 4, pp. 217-222

Persistent link: https://www.econbiz.de/10002001478

Components of volatility and their empirical measures : a note

Coondoo, Dipankor; Mukherjee, Paramita - In: Applied financial economics 14 (2004) 18, pp. 1313-1318

Persistent link: https://www.econbiz.de/10002438217

The impact of FX central bank intervention in a noise trading framework

Beine, Michel (contributor); De Grauwe, Paul (contributor); … - 2005

In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...

Persistent link: https://www.econbiz.de/10003113337