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~subject:"Wechselkurs"
~type:"article"
~person:"Laurent, Sébastien"
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Search: "ECB" OR "Financial crisis" OR "Financial markets" OR "Monetary policy" OR "Volatility"
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Wechselkurs
Volatility
19
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10
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10
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8
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7
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7
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5
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Laurent, Sébastien
Bahmani-Oskooee, Mohsen
75
Hegerty, Scott W.
28
Belke, Ansgar
24
McKinnon, Ronald I.
21
Aftab, Muhammad
14
Harvey, Hanafiah
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14
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14
Pierdzioch, Christian
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12
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11
Gros, Daniel
11
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11
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11
McMillan, David G.
11
Neely, Christopher J.
11
Rashid, Abdul
11
Sosvilla-Rivero, Simón
11
Beine, Michel
10
Frömmel, Michael
10
Kočenda, Evžen
10
Rodriguez, Gabriel
10
Rose, Andrew
10
Speight, Alan E. H.
10
Aizenman, Joshua
9
Ben Omrane, Walid
9
Eichengreen, Barry
9
Frankel, Jeffrey A.
9
Kim, So-yŏng
9
Maitra, Biswajit
9
Melvin, Michael
9
Sarno, Lucio
9
Serenis, Dimitrios
9
Bollerslev, Tim
8
Frenkel, Michael
8
Narayan, Paresh Kumar
8
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Developments in forecast combination and portfolio choice
1
European economic review : EER
1
Handbook of research methods and applications in empirical finance
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
8
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1
Econometric modeling of exchange rate
volatility
and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Handbook of research methods and applications in …
,
(pp. 373-427)
.
2013
Persistent link: https://www.econbiz.de/10011897548
Saved in:
2
Robust estimation of intraweek periodicity in
volatility
and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
Saved in:
3
Central bank intervention and exchange rate
volatility
, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
- In:
International journal of finance & economics : IJFE
12
(
2007
)
2
,
pp. 201-223
Persistent link: https://www.econbiz.de/10003542897
Saved in:
4
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
Saved in:
5
Official central bank interventions and exchange rate
volatility
: evidence from a regime-switching analysis
Beine, Michel
;
Laurent, Sébastien
;
Lecourt, Christelle
- In:
European economic review : EER
47
(
2003
)
5
,
pp. 891-911
Persistent link: https://www.econbiz.de/10001802776
Saved in:
6
Structural change and long memory in
volatility
: new evidence from daily exchange rates
Beine, Michael
;
Laurent, Sébastien
- In:
Developments in forecast combination and portfolio choice
,
(pp. 145-157)
.
2001
Persistent link: https://www.econbiz.de/10001719131
Saved in:
7
The impact of central bank FX interventions on currency components
Beine, Michel
;
Bos, Charles S.
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 154-183
Persistent link: https://www.econbiz.de/10003518305
Saved in:
8
La persistance des chocs de volatilité sur le marché des changes s'est-elle modifiée depuis le début des années 1980?
Beine, Michel
;
Laurent, Sébastien
- In:
Revue économique : revue bimestrielle
51
(
2000
)
3
,
pp. 703-711
Persistent link: https://www.econbiz.de/10001504532
Saved in:
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