Multiple channels of financial contagion : an empirical analysis of stock price dynamics

von Nasini, Stefano
Veröffentlicht in Finance (2019)

Long-term asset allocation, risk tolerance and market sentiment

von Erdemlioglu, Deniz
Veröffentlicht in Journal of international financial markets, institutions & money (2019)

A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage

von Gradojevic, Nikola
Veröffentlicht in Economic modelling (2020)

Market instability and technical trading at high frequency : evidence from NASDAQ stocks

von Erdemlioglu, Deniz
Veröffentlicht in Economic modelling (2021)

Informativeness of trade size in foreign exchange markets

von Gradojevic, Nikola
Veröffentlicht in Economics letters (2017)

Econometric modeling of exchange rate volatility and jumps

von Erdemlioglu, Deniz
Veröffentlicht in Handbook of research methods and applications in empirical finance (2013)

The intra-day impact of communication on euro-dollar volatility and jumps

von Dewachter, Hans
Veröffentlicht in Journal of international money and finance (2014)

Which continuous-time model is most appropriate for exchange rates?

von Erdemlioglu, Deniz
Veröffentlicht in Journal of banking & finance (2015)

Testing for mutually exciting jumps and financial flights in high frequency data

von Dungey, Mardi H.
Veröffentlicht in Journal of econometrics (2018)