Narrow search
Showing 1 - 10 of 656
Cover Image
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola; Lento, Camillo - In: Economic modelling 47 (2015), pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
Cover Image
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika - In: Economic modelling 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Cover Image
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng; Chen, Xinyun; Xing, Haipeng - In: Economic modelling 118 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Cover Image
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Cover Image
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok; Min, Hong-ghi; McDonald, Judith Ann - In: Economic modelling 59 (2016), pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Cover Image
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang; Li, Steven - In: Economic modelling 52 (2016), pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Cover Image
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Cover Image
On the asymmetric effects of exchange rate volatility on trade flows : new evidence from US-Malaysia trade at the industry level
Bahmani-Oskooee, Mohsen; Aftab, Muhammad - In: Economic modelling 63 (2017), pp. 86-103
Persistent link: https://www.econbiz.de/10011813437
Cover Image
Central bank intervention, threshold effects and asymmetric volatility : evidence from the Japanese yen-US dollar foreign exchange market
Suardi, Sandy - In: Economic modelling 25 (2008) 4, pp. 628-642
Persistent link: https://www.econbiz.de/10003791238
Cover Image
Market volatility and retail interest rate pass-through
Wang, Kuan-Min; Lee, Yuan-Ming - In: Economic modelling 26 (2009) 6, pp. 1270-1282
Persistent link: https://www.econbiz.de/10003923539