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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
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:
3
Japan's big bang and the transformation of financial markets
Itō, Takatoshi
;
Melvin, Michael
-
1999
Persistent link: https://www.econbiz.de/10001400179
Saved in:
4
Fixed versus flexible : lessons from EMS order flow
Killeen, William P.
;
Lyons, Richard K.
;
Moore, Michael J.
-
2001
Persistent link: https://www.econbiz.de/10001614001
Saved in:
5
FX trading and exchange rate dynamics
Evans, Martin D. D.
-
2001
Persistent link: https://www.econbiz.de/10001552374
Saved in:
6
Currency carry trade regimes : beyond the Fama regression
Clarida, Richard H.
;
Davis, Josh
;
Pedersen, Niels
-
2009
Persistent link: https://www.econbiz.de/10003909085
Saved in:
7
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
Saved in:
8
Puzzles in the Forex Tokyo " fixing" : order imbalances and biased pricing by banks
Itō, Takatoshi
;
Yamada, Masahiro
-
2016
Persistent link: https://www.econbiz.de/10011574763
Saved in:
9
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:
10
Foreign direct investment, exchange rate variability and demand uncertainty
Goldberg, Linda S.
-
1994
Persistent link: https://www.econbiz.de/10000904517
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