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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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Inflation. monetary transparency, and G3 exchange rate volatility
Kuttner, Kenneth N. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001507262
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On Quantitative Easing and High Frequency Exchange Rate Dynamics
Kenourgios, Dimitris - 2015
affected in mean and volatility. The empirical results indicate: (i) a direct negative impact on GBP and JPY and no effect of … their volatility around the QE announcements of the corresponding central banks, (ii) a delayed devaluation of EUR and an … increase of its volatility before and after the ECB's announcements. Furthermore, the behavior of dynamic conditional …
Persistent link: https://www.econbiz.de/10013028646
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Das Testen der Martingaleigenschaft
Wittmann, Philippe - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008809144
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Testing the martingale hypothesis in the Deutschmark/US dollar futures and spot markets
MacCurdy, Thomas H.; Morgan, Ieuan G. - 1985
Persistent link: https://www.econbiz.de/10003529091
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Alternative variance-ratio tests using ranks and signs
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001441577
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On quantitative easing and high frequency exchange rate dynamics
Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Research in international business and finance 34 (2015), pp. 110-125
Persistent link: https://www.econbiz.de/10011325751
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Greek exchange rate behavior following German and US monetary policy shifts
Laopodis, Nikiforos - In: Global business & economics review 4 (2002) 2, pp. 325-345
Persistent link: https://www.econbiz.de/10001763547
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Should the European Central Bank whorry about exchange rates?
Scheide, Joachim - In: Konjunkturpolitik : applied economics quarterly ; … 44 (1998) 1, pp. 31-51
Persistent link: https://www.econbiz.de/10001242756