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A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform
Firouzi, Shahrokh, (2019)
Evolving efficiency of exchange rate movement : an evidence from Indian foreign exchange market
Khuntia, Sashikanta, (2020)
Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data
Bargigli, Leonardo, (2020)
Common volatility in the foreign exchange market
Alexander, Carol, (1995)
The changing relationship between productivity, wages and unemployment in the UK
Alexander, Carol, (1993)
Principal component models for generating large GARCH covariance matrices
Alexander, Carol, (2002)