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US exports and time-varying volatility of real exchange rate
Sukar, Abulhamid Ibrahim; Hassan, Seid Y. - In: Global finance journal 12 (2001) 1, pp. 109-119
Persistent link: https://www.econbiz.de/10001601053
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High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie; McGill, James A. - In: Journal of banking & finance 36 (2012) 12, pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
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Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien; Tucker, Alan L.; Wang, David K.; Pao, … - In: Global finance journal 25 (2014) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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Pre-announcement effects, news effects, and volatility : monetary policy and the stock market
Bomfim, Antúlio N. - In: Journal of banking & finance 27 (2003) 1, pp. 133-151
Persistent link: https://www.econbiz.de/10001721759
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Currency futures, news releases, and uncertainty resolution
Christie-David, Rohan; Chaudhry, Mukesh - In: Global finance journal 11 (2000) 1/2, pp. 109-127
Persistent link: https://www.econbiz.de/10001545845
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Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R. - In: Journal of banking & finance 21 (1997) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
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How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros; Floros, Christos - In: Global finance journal 29 (2016), pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
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Stock market integration between the UK and the US : evidence over eight decades
Aladesanmi, Olalekan; Casalin, Fabrizio; Metcalf, Hugh - In: Global finance journal 41 (2019), pp. 32-43
Persistent link: https://www.econbiz.de/10012257057