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Size matters : central bank interventions on the yen/dollar exchange rate
Beine, Michel; Szafarz, Ariane - In: Brussels economic review 49 (2006) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10003620335
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Is the Indian Stock Market Integrated with the Us and Japanese Markets? An Empirical Analysis
Ahmad, Khan Masood - 2010
no long-term relationship of the Indian equity market with that of the US and Japanese equity markets. Further, Nasdaq …
Persistent link: https://www.econbiz.de/10013136533
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000667260
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A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H. - 1997
Persistent link: https://www.econbiz.de/10000959373
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An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000961212
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Modelling asymmetric exchange rate dependence
Patton, Andrew J. - In: International economic review 47 (2006) 2, pp. 527-556
Persistent link: https://www.econbiz.de/10003321487
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Safe haven currencies
Ranaldo, Angelo; Söderlind, Paul - 2009
Persistent link: https://www.econbiz.de/10003835854
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Price discovery from cross-currency and FX swaps : a structural analysis
Amatatsu, Yasuaki; Baba, Naohiko - 2008
Persistent link: https://www.econbiz.de/10003847561
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Aggregate trading behaviour of technical models and the yen-dollar exchange rate 1976 - 2007
Schulmeister, Stephan - 2008
Persistent link: https://www.econbiz.de/10003852166