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isPartOf:"Discussion paper series / LSE Financial Markets Group"
~subject:"Germany"
~subject:"Volatilität"
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The effects of macroeconomic "news" on high frequency exchange rate behaviour
Almeida, Alvaro
;
Goodhart, Charles A. E.
;
Payne, Richard
-
1997
Persistent link: https://www.econbiz.de/10000955138
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An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.
;
Payne, Richard
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1997
Persistent link: https://www.econbiz.de/10000961212
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