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~subject:"Volatilität"
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Informativeness of trade size in foreign exchange markets
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economics letters
150
(
2017
),
pp. 27-33
Persistent link: https://www.econbiz.de/10011762076
Saved in:
2
Option-implied volatility spillover indices for FX risk factors
Grobys, Klaus
;
Heinonen, Jari-Pekka
- In:
Economics letters
157
(
2017
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
Saved in:
3
Are volatility spillovers between currency and equity market driven by economic states? : evidence from the US economy
Grobys, Klaus
- In:
Economics letters
127
(
2015
),
pp. 72-75
Persistent link: https://www.econbiz.de/10011382877
Saved in:
4
Conditional correlated jump dynamics in foreign exchange
Chan, Wing Hong
- In:
Economics letters
83
(
2004
)
1
,
pp. 23-28
Persistent link: https://www.econbiz.de/10001967528
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