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1
Tests of excess forecast
volatility
in the foreign exchange and stock markets
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10009571466
Saved in:
2
Monetary policy and the predictability of nominal exchange rates
Eichenbaum, Martin S.
;
Johannsen, Benjamin K.
;
Rebelo, …
-
2017
Persistent link: https://www.econbiz.de/10011618959
Saved in:
3
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
4
Alternative models for conditional stock
volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
5
Meteor showers or heat waves? : heteroskedastic intra-daily
volatility
in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
6
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth
;
Obstfeld, Maurice
-
1989
Persistent link: https://www.econbiz.de/10000761140
Saved in:
7
The big players in the foreign exchange market : do they trade on information or noise?
Wei, Shang-jin
;
Kim, Jungshik
-
1997
Persistent link: https://www.econbiz.de/10000646557
Saved in:
8
Exchange rate
volatility
and productivity growth : the role of financial development
Aghion, Philippe
;
Bacchetta, Philippe
;
Rancière, Romain
-
2006
Persistent link: https://www.econbiz.de/10003306842
Saved in:
9
Exchange rate
volatility
and productivity growth : the role of financial development
Aghion, Philippe
;
Bacchetta, Philippe
;
Rancière, Romain
; …
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003382962
Saved in:
10
Explanations of exchange-rate
volatility
and other empirical regularities in some popular models of the foreign exchange market
Flood, Robert P.
-
1981
Persistent link: https://www.econbiz.de/10009570352
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