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The determinanants of bid-ask spread in the Guyanese FX market
Khemraj, Tarron; Pasha, Sukrishnalall - In: The journal of developing areas 48 (2014) 2, pp. 39-62
Persistent link: https://www.econbiz.de/10010364679
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Testing for spurious causality (with an application to exchange rates)
Renault, Eric - 1994
Persistent link: https://www.econbiz.de/10000901028
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Global foreign exchange market efficiency
Lajaunie, John P. - 1992
Persistent link: https://www.econbiz.de/10000908852
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The message in weekly exchange rates in the European monetary system : mean reversion, conditional heteroskedasticity and jumps
Vlaar, Peter J. G.; Palm, Franz C. - 1992
Persistent link: https://www.econbiz.de/10000831061
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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T. - 1994
Persistent link: https://www.econbiz.de/10000920922
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Heteroskedastic intra-daily volatility in the foreign exchange market : estimation, identification and forecasting
Lin, Wen-ling Tsai - 1989
Persistent link: https://www.econbiz.de/10000825919
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ADRENALIN : a distributed realtime environment for the intraday analysis of financial markets
Schnidrig, Remo - 1998 - 1. Aufl
Persistent link: https://www.econbiz.de/10000675153
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From hour to hour in the foreign exchange market
Goodhart, Charles A. E. - In: The Manchester School of Economic and Social Studies 61 (1993) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001140737
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Nonparametric and computer-intensive resampling tests of randomness and distributional properties of daily change in foreign exchange measures
Platt, W. G. - In: Journal of international financial markets, … 1 (1991) 4, pp. 73-88
Persistent link: https://www.econbiz.de/10001122438