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Currency areas, volatility and intervention
Mundell, Robert A. - In: Journal of policy modeling : JPMOD ; a social science … 22 (2000) 3, pp. 281-299
Persistent link: https://www.econbiz.de/10001500203
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Taux de change, aléas réels et volatilité
Artus, Patrick - 1999
Persistent link: https://www.econbiz.de/10001414633
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The currency composition of foreign exchange reserves after the euro
Yu, Jinsong - 1999
Persistent link: https://www.econbiz.de/10001417384
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Variance risk premiums in foreign exchange markets
Ammann, Manuel; Buesser, Ralf - 2013
general shape of the implied volatility function of the corresponding currency pair. Overall, we conclude that there is a …
Persistent link: https://www.econbiz.de/10010410031
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Variance risk premiums in foreign exchange markets
Ammann, Manuel; Buesser, Ralf - In: Journal of empirical finance 23 (2013), pp. 16-32
Persistent link: https://www.econbiz.de/10010221798
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892226
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Trading volumes and transaction costs in the foreign market : evidence from daily dollar-yen spot data
Hartmann, Philipp - 1996
Persistent link: https://www.econbiz.de/10000618479
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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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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