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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - 1993
Persistent link: https://www.econbiz.de/10000874096
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Measuring market integration : a model of arbitrage with an econometric application to the gold standard, 1879-1913
Prakash, Gauri; Taylor, Alan M. - 1997
Persistent link: https://www.econbiz.de/10000630582
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Modeling volatility dynamics
Diebold, Francis X.; Lopez, Jose A. - 1995
Persistent link: https://www.econbiz.de/10000587223
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A study of the efficiency of foreign exchange markets
Longworth, David; Boothe, Paul; Clinton, Kevin - 1983
Persistent link: https://www.econbiz.de/10000035425
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Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.; Itō, Takatoshi; Lin, Wen-ling - 1988
Persistent link: https://www.econbiz.de/10000133228
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A low-dimensional fractal attractor in the foreign exchange markets?
Guillaume, Dominique - 1994
Persistent link: https://www.econbiz.de/10000147813
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Black Market Exchange Rates
Gupta, Sanjeev - 1981
Persistent link: https://www.econbiz.de/10000086008
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Is the Australian Forex market efficient? : a test of the forward rate unbiasness hypothesis
Allen, David E. (contributor); Taco, Paul (contributor) - 2007
Persistent link: https://www.econbiz.de/10003759978
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The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J. (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740122