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Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
2
The response of multinationals' foreign exchange rate exposure to macroeconomic news
Boudt, Kris
;
Neely, Christopher J.
;
Secru, Piet
; …
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2017
-
This version: July 20, 2017
Persistent link: https://www.econbiz.de/10011695566
Saved in:
3
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
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2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
4
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
5
Jumps, cojumps and macro announcements
Lahaye, Jérôme
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003740681
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