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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian, (2001)
When do central bank interventions influence intra-daily and longer-term exchange rate movements?
Dominguez, Kathryn M., (2003)
The coordination channel of foreign exchange intervention : a nonlinear microstructural analysis
Reitz, Stefan, (2008)
Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L., (1999)
Market microstructure effects of government intervention in the foreign exchange market
Bossaerts, Peter L., (1989)
Local parametric analysis of hedging in discrete time
Bossaerts, Peter L., (1995)