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Australian evidence on volatility estimation in the context of foreign exchange markets
Hartnett, Neil; Salimsyah, Ernawan Rahmat; Winsen, Joseph K. - In: International economics & finance journal : (IEFJ) 1 (2006) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10003791193
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Information and volatility links in the foreign exchange market
Sirimon Treepongkaruna; Gray, Stephen - In: Accounting and finance : journal of the Accounting … 49 (2009) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10003859699
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Applications of agent-based models and nonlinear econometrics in finance
Demary, Markus - 2010
. The second part deals with the econometric estimation of speculative dynamics. I find empirical evidence for similar …
Persistent link: https://www.econbiz.de/10008664302
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Uncovered interest parity and financial market volatility
Horobeţ, Alexandra; Dumitrescu, Sorin; Dumitrescu, Dan … - In: The Romanian economic journal : REJ 12 (2009) 2, pp. 21-45
Persistent link: https://www.econbiz.de/10008655950
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Volatility transmission and asymmetric linkages between the stock and foreign exchange markets : a sectoral analysis
Fu, Tian Yong; Holmes, Mark J.; Choi, Daniel F. S. - In: Studies in economics and finance 28 (2011) 1, pp. 36-50
Persistent link: https://www.econbiz.de/10009007562
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The microstructure of currency markets
Evans, Martin D. D. - 2010
Persistent link: https://www.econbiz.de/10009010304
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Explanations of exchange-rate volatility and other empirical regularities in some popular models of the foreign exchange market
Flood, Robert P. - 1981
Persistent link: https://www.econbiz.de/10009570352
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Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth - 1987
Persistent link: https://www.econbiz.de/10009571466
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Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan; Chien, Chih-Chung; Chang, Ming-Jen - In: Journal of banking & finance 36 (2012) 2, pp. 597-612
Persistent link: https://www.econbiz.de/10009511764
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Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach
Ron, Jongen; Verschoor, Willem F. C.; Wolff, Christiaan … - In: Journal of economic dynamics & control 36 (2012) 5, pp. 719-735
Persistent link: https://www.econbiz.de/10009554305