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Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth - 1987
Persistent link: https://www.econbiz.de/10009571466
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Monetary policy and the predictability of nominal exchange rates
Eichenbaum, Martin S.; Johannsen, Benjamin K.; Rebelo, … - 2017
Persistent link: https://www.econbiz.de/10011618959
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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
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Alternative models for conditional stock volatility
Pagan, Adrian R.; Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000765771
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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
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Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth; Obstfeld, Maurice - 1989
Persistent link: https://www.econbiz.de/10000761140
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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
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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
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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
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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