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Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz; Laurent, S´ebastien; Neely, … - 2013
Persistent link: https://www.econbiz.de/10009791133
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Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz; Laurent, Sébastien; Neely, … - 2012
Persistent link: https://www.econbiz.de/10009522869
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Mind your language: market responses to central bank speeches
Ahrens, Maximilian; Erdemlioglu, Deniz; McMahon, Michael; … - 2023
Persistent link: https://www.econbiz.de/10014320637
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Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye - 2023
Persistent link: https://www.econbiz.de/10014320683