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Intraday exchange rate volatility transmissions across QE announcements
Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Finance research letters 14 (2015), pp. 128-134
Persistent link: https://www.econbiz.de/10011552689
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FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
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Intraday patterns in foreign exchange returns and realized volatility
Zhang, Hao - In: Finance research letters 27 (2018), pp. 99-104
Persistent link: https://www.econbiz.de/10012006752
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LSTM forecasting foreign exchange rates using limit order book
Ito, Katsuki; Iima, Hitoshi; Kitamura, Yoshihiro - In: Finance research letters 47 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013455587
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Curve momentum in currency markets
Lei, Jian - In: Finance research letters 42 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10014580451
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The impact of political risk on return, volatility and discontinuity : evidence from the international stock and foreign exchange markets
Vortelinos, Dimitrios I.; Saha, Shrabani - In: Finance research letters 17 (2016), pp. 222-226
Persistent link: https://www.econbiz.de/10011596530
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Do terrorist attacks matter for currency excess returns?
Liu, Yiye; Han, Liyan; Wu, You; Yin, Libo - In: Finance research letters 49 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013478642
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Designing the Policy Mix in a Monetary Union
Kempf, Hubert - 2020
This paper studies the design of the policy mix in a monetary union, that is, the institutional arrangement specifying the relationships between the various policymakers present in the union and the extent of their capacity of action. It is assumed that policymakers do not cooperate. Detailing...
Persistent link: https://www.econbiz.de/10012832189
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The COVID-19 pandemic haunting the transmission of the quantitative easing to the exchange rate
Aloui, Donia - In: Finance research letters 43 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014633540
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Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.; Otunuga, Olusegun Michael; Tang, Biyan - In: Finance research letters 52 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472115