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Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain; Chiquoine, Benjamin; Hjalmarsson, Erik; … - 2007
Persistent link: https://www.econbiz.de/10003997594
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Indexes of the foreign exchange value of the dollar
Loretan, Mico - In: Federal reserve bulletin 91 (2005) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10002675071
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Evaluating "correlation breakdowns" during periods of market volatility
Loretan, Mico; English, William B. - 2000
Persistent link: https://www.econbiz.de/10001464198
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Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain; Chiquoine, Benjamin; Hjalmarsson, Erik; … - 2008
Persistent link: https://www.econbiz.de/10003675595
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What drives volatility persistence in the foreign exchange market?
Berger, David; Chaboud, Alain; Hjalmarsson, Erik; … - 2006
Persistent link: https://www.econbiz.de/10003331634
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A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997612
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Order flow and exchange rate dynamics in electronic brokerage system data
Berger, David W.; Chaboud, Alain P.; Chernenko, Sergey V.; … - In: Journal of international economics 75 (2008) 1, pp. 93-109
Persistent link: https://www.econbiz.de/10003748942
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The high-frequency effects of US macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market
Chaboud, Alain P.; Chernenko, Sergey V.; Howorka, Edward; … - 2004
Persistent link: https://www.econbiz.de/10002515848
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Uncoverred interest parity : it works, but not for long
Chaboud, Alain P.; Wright, Jonathan H. - In: Journal of international economics 66 (2005) 2, pp. 349-362
Persistent link: https://www.econbiz.de/10002961990
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Order flow and exchange rate dynamics in electronic brokerage system data
Berger, David W.; Chaboud, Alain P.; Chernenko, Sergey V.; … - 2005
Persistent link: https://www.econbiz.de/10002747674