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~source:"econis"
~person:"Bollerslev, Tim"
~subject:"Exchange rate"
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Bollerslev, Tim
Taylor, Mark P.
34
Rime, Dagfinn
21
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18
Sarno, Lucio
18
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16
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6
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6
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Journal of economic dynamics & control
1
Journal of international economics
1
The review of economic studies
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ECONIS (ZBW)
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1
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
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2
Bid-ask spreads and volatility in the foreign exchange market : an empirical analysis
Bollerslev, Tim
- In:
Journal of international economics
36
(
1994
)
3
,
pp. 355-372
Persistent link: https://www.econbiz.de/10001163559
Saved in:
3
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
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