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Have sequential interventions of central banks in foreign exchange been effective?
Beine, Michel; Laurent, Sébastien; Palm, Franz C. - In: De economist : Netherlands economic review ; quarterly … 152 (2004) 2, pp. 297-308
Persistent link: https://www.econbiz.de/10002039083
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On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840656
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Common intraday periodicity
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840658
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On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2012
Persistent link: https://www.econbiz.de/10009515469
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The impact of central bank FX interventions on currency components
Beine, Michel; Bos, Charles S.; Laurent, Sébastien - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 154-183
Persistent link: https://www.econbiz.de/10003518305
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Official central bank interventions and exchange rate volatility : evidence from a regime-switching analysis
Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - In: European economic review : EER 47 (2003) 5, pp. 891-911
Persistent link: https://www.econbiz.de/10001802776
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Volatility expectations and asymmetric effects of direct interventions in the FX market
Beine, Michel - In: Journal of the Japanese and international economies : … 17 (2003) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10001757985
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The information content of implied volatility in light of the jump/continuous decomposition of realized volatility
Giot, Pierre; Laurent, Sébastien - In: The journal of futures markets 27 (2007) 4, pp. 337-359
Persistent link: https://www.econbiz.de/10003493068
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001596369
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L' impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar
Boubel, Aurélie; Laurent, Sébastien; Lecourt, Christelle - In: Revue économique : revue bimestrielle 52 (2001) 2, pp. 353-370
Persistent link: https://www.econbiz.de/10001699345