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European monetary arrangements : implications for the dollar, exchange rate variability and credibility
Edison, Hali J.; Kole, Linda S. - 1994
Persistent link: https://www.econbiz.de/10000887384
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994
Persistent link: https://www.econbiz.de/10000897287
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Intraday yen-dollar exchange rate movements : news or noise?
Itō, Takatoshi; Roley, Vernon Vance - 1988
Persistent link: https://www.econbiz.de/10000764050
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Volatility clustering and volatility transmission : a non-parametric view of erm exchange rates
Artis, Michael J.; Zhang, Wenda - 1997
Persistent link: https://www.econbiz.de/10000624960
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Deviseneigenhandel der Geschäftsbanken, Devisenspekulation und nichtfundamentale Wechselkursbewegungen
Wolgast, Michael - 1997
Persistent link: https://www.econbiz.de/10000627328
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.; Hassapis, Christis; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000147732
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000668367
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How small shocks and heterogeneous expectations can create swings in the exchange rate
Sløk, Torsten; Sørensen, Jens Peter - 1997
Persistent link: https://www.econbiz.de/10000956407
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Financial market volatility and the world-wide fall in inflation
Gruen, David W. R. - 1995
Persistent link: https://www.econbiz.de/10000956665