Intraday periodicity and volatility persistence in financial markets

Intraday periodicity and volatility persistence in financial markets

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Veröffentlicht in:Foreign exchange markets
1. Verfasser: Andersen, Torben (VerfasserIn)
Weitere Verfasser: Bollerslev, Tim (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2005
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Titel Jahr Verfasser
Nominal exchange rates and monetary fundamentals : evidence from a small post-Bretton woods panel 2005 Mark, Nelson C.
Intraday periodicity and volatility persistence in financial markets 2005 Andersen, Torben
Why do central banks intervene? 2005 Baillie, Richard
Expectations and exchange rate dynamics 2005 Dornbusch, Rudiger
The temporal pattern of trading rule returns and exchange rate intervention : intervention does not generate technical trading profits 2005 Neely, Christopher J.
Informed traders, intervention, and price leadership : a deeper view of the microstructure of the foreign exchange market 2005 Melvin, Bettina Peiers
Asymmetric information and price discovery in the FX market : does Tokyo know more about the yen? 2005 Covrig, Vicentiu
Empirical exchange rate models of the seventies : do they fit out of sample? 2005 Meese, Richard A.
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow 2005
Is intervention a signal of future monetary policy? : Evidence from the federal funds futures market 2005 Fatum, Rasmus
Does the Fed beat the foreign-exchange market? 2005 Sweeney, Richard J.
Exchange effects of central bank interventions : an analysis of transaction prices 2005 Fischer, Andreas M.
Exchange rate regimes : is the bipolar view correct? 2005 Fischer, Stanley
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies 2005 Andersen, Torben
The market microstructure of central bank intervention 2005 Dominguez, Kathryn M.
Tests of microstructural hypotheses in the foreign exchange market 2005 Lyons, Richard K.
Order flow and exchange rate dynamics 2005 Evans, Martin D. D.
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