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The response of individual FX dealers' quoting activity to macroeconomic news announcements
Omrane, Walid Ben
;
Heinen, Andréas
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2003
Persistent link: https://www.econbiz.de/10001874527
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2
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001640371
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3
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10001363211
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