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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"International review of financial analysis"
~person:"Serdengeçti, Süleyman"
~subject:"EU countries"
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Volatility
Yield curve
EU countries
Emerging economies
2
Estimation
2
Schwellenländer
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Volatilität
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Börsenkurs
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Dispersion of beliefs hypothesis (DBH)
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FX jump risk
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FX microstructure
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Foreign portfolio investment
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Handelsvolumen der Börse
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Heterogeneous expectations
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High frequency analysis
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Kapitaleinkommen
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Portfolio flows
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Portfolio-Investition
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Sequential information arrival hypothesis (SIAH)
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Serdengeçti, Süleyman
Heinemann, Friedrich
5
Halberstadt, Arne
4
Schüler, Martin
4
Stirböck, Claudia
4
Degiannakis, Stavros
3
Metiu, Norbert
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Nautz, Dieter
3
Audrino, Francesco
2
Balaban, Ercan
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Bouri, Elie
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Brooks, Chris
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Bönke, Timm
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Chortareas, Georgios E.
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In, Francis Haeuck
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Kraus, Margit
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Liu, Jia
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Ma, Feng
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Magnusson, Leandro M.
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Mandler, Martin
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Nonejad, Nima
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Offermanns, Christian J.
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Prieto, Esteban
2
Roubaud, David
2
Scharnagl, Michael
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Schlepper, Kathi
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Schmitt, Christian
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Schröder, Michael
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Sensoy, Ahmet
2
Smales, Lee A.
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Discussion paper
International review of financial analysis
Working paper / Türkiye Cumhuriyet Merkez Bankası
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ECONIS (ZBW)
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Impact of portfolio flows and heterogeneous expectations on FX jumps: evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
68
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012300936
Saved in:
2
Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
64
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208202
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