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Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy; Rodriguez, Gabriel - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
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Demand for international reserves
Khan, Mohammed Y. - In: Journal of foreign exchange and international finance : … 4 (1990) 4, pp. 351-359
Persistent link: https://www.econbiz.de/10001111558
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Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai - 1994
Persistent link: https://www.econbiz.de/10000896902
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Testing for spurious causality (with an application to exchange rates)
Renault, Eric - 1994
Persistent link: https://www.econbiz.de/10000901028
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On time varying risk premia in the foreign exchange market
Cifarelli, Giulio - 1995
Persistent link: https://www.econbiz.de/10000933271
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Modeling volatility dynamics
Diebold, Francis X.; López, José A. - 1995
Persistent link: https://www.econbiz.de/10000945662
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An evolutionary bootstrap method for selecting dynamic trading strategies
LeBaron, Blake Dean - 1997
Persistent link: https://www.econbiz.de/10000989995
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1998
Persistent link: https://www.econbiz.de/10000998139
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409