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FX spreads and dealer competition across the 24-hour trading day
Hung, Roger D.; Masulis, Ronald W. - In: The review of financial studies 12 (1999) 1, pp. 61-93
Persistent link: https://www.econbiz.de/10001353434
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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.; Zikes, Filip - In: The review of financial studies 36 (2023) 10, pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
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Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel (contributor); De Grauwe, Paul (contributor);  … - 2005
In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...
Persistent link: https://www.econbiz.de/10003113337
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Central bank interventions and exchange rates : an analysis with high frequency data
Morana, Claudio; Beltratti, Andrea - In: Journal of international financial markets, … 10 (2000) 3/4, pp. 349-362
Persistent link: https://www.econbiz.de/10001532761
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Nonlinear features of realized FX volatility
Maheu, John M. (contributor); McCurdy, Thomas H. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001699562
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Nonlinear features of realized FX volatility
Maheu, John M.; McCurdy, Thomas H. - In: The review of economics and statistics 84 (2002) 4, pp. 668-681
Persistent link: https://www.econbiz.de/10001711218
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Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624