Similar Search Results

Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate

Soofi, Abdollah S.; Reischauer, Robert D. - In: Economics letters 62 (1999) 2, pp. 175-180

Persistent link: https://www.econbiz.de/10001255468

Recent experiences with currency substitution

Kumamoto, Hisao - In: International journal of financial research 5 (2014) 4, pp. 1-12

Persistent link: https://www.econbiz.de/10010459204

Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility

Bos, Charles S. - 2008

Persistent link: https://www.econbiz.de/10003645209

Time-varying fundamentals of the euro-dollar exchange rate

Heimonen, Kari - In: International economic journal 20 (2006) 4, pp. 385-407

Persistent link: https://www.econbiz.de/10003407473

Der Ölpreiseinfluss auf den Euro-Dollar-Kurs unter besonderer Berücksichtigung des Petrodollarkreislaufs

Herring, Dorothee - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003679336

Intraday patterns in FX returns and order flow

Breedon, Francis J.; Ranaldo, Angelo - 2012

Using a comprehensive high-frequency foreign exchange dataset, we present evidence of time-of-day effects in foreign exchange returns through a significant tendency for currencies to depreciate during local trading hours. We confirm this pattern across a range of currencies and time zones. We...