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Volatility patterns and trading activities under electronic trading system and in after-hour trading in Australia and New Zealand futures markets

Lee, Chun I. - In: Advances in Pacific Basin financial markets 2 (1996), pp. 63-91

Persistent link: https://www.econbiz.de/10001208746

Overnight and daytime stock-return dynamics on the London Stock Exchange : the impacts of "Big Bang" and the 1987 stock-market crash

Masulis, Ronald W. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 365-378

Persistent link: https://www.econbiz.de/10001190313

New foreign exchange challenges for corporate treasury professionals : potential causes, symptoms (and solutions )

Edens, Corey - In: Journal of corporate treasury management : the official … 2 (2008/09) 2, pp. 131-138

Persistent link: https://www.econbiz.de/10003829601

The impact of business intelligence systems on stock return volatility

Rubin, Eran; Rubin, Amir - In: Information & management : the internat. journal of … 50 (2013) 2/3, pp. 67-75

Persistent link: https://www.econbiz.de/10009743676

Risk and return of IT investment : evidence from SCM and CRM announcements

Li, Yangfan; Huang, Jinghua - In: International journal of networking and virtual … 11 (2012) 3/4, pp. 290-304

Persistent link: https://www.econbiz.de/10009631811

Non-fundamental exchange rate volatility and welfare

Straub, Roland; Tchakarov, Ivan - 2004

We lay out an empirical and a theoretical model to analyze the effects of non-fundamental exchange rate volatility on economic activity and welfare. In the first part of the paper, the GARCH-SVARmodel is applied to measure empirically the effect of the conditional exogenous exchange rate...

Persistent link: https://www.econbiz.de/10009636551