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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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Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1992 - Rev
Persistent link: https://www.econbiz.de/10000853615
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Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1991
Persistent link: https://www.econbiz.de/10000827421
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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 Tsai - 1988
Persistent link: https://www.econbiz.de/10000757954
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Where does the meteor shower come from? : the role of stochastic policy coordination
Itō, Takatoshi; Engle, Robert F.; Lin, Wen-ling Tsai - 1990
Persistent link: https://www.econbiz.de/10000803369
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Where does the meteor shower come from? : The role of stochastic policy coordination
Itō, Takatoshi - In: Journal of international economics 32 (1992) 3, pp. 221-240
Persistent link: https://www.econbiz.de/10001124946
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Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai - In: The review of financial studies 7 (1994) 3, pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
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Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 3, pp. 525-542
Persistent link: https://www.econbiz.de/10001085314
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Where does the meteor shower come from? : The role of stochastic policy coordination
Ito, Takatoshi; Engle, Robert F.; Lin, Wen-Ling - In: Journal of International Economics 32 (1992) 3-4, pp. 221-240
Persistent link: https://www.econbiz.de/10005527343
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Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
Engle, Robert F.; Ito, Takatoshi; Lin, Wen-Ling - National Bureau of Economic Research (NBER) - 1988
This paper defines and tests a form of market efficiency called market dexterity which requires that asset prices adjust instantaneously and completely in response to new information. Examining the behavior of the yen/dollar exchange rate while each of the major markets are open it is possible...
Persistent link: https://www.econbiz.de/10005777904