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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility

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Volatility Transmissions between Renminbi and Asia-Pacific On-Shore and Off-Shore U.S. Dollar Futures

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The hedging channel of exchange rate determination

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Oil, foreign exchange swaps and interest rates in the GCC countries

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International equity index and currency futures : commodity currencies or emerging versus developed markets?

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Exchange rate comovements, hedging and volatility spillovers on new EU forex markets

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