Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Does tick size influence price...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Currency derivative
13
Währungsderivat
13
Theorie
12
Theory
12
Risikoprämie
8
Risk premium
8
CAPM
6
Derivat
6
Derivative
6
Volatility
5
Volatilität
5
USA
4
Deutschland
3
Estimation
3
Schätzung
3
United States
3
1979-1982
2
1980-1988
2
Canada
2
Capital mobility
2
Deutsche Mark
2
Devisenhandel
2
Devisenmarkt
2
Foreign exchange market
2
Germany
2
Interest rate parity
2
Kanada
2
Kapitalmobilität
2
Portfolio selection
2
Portfolio-Management
2
Statistik
2
Time series analysis
2
US dollar
2
US-Dollar
2
Yen
2
Zeitreihenanalyse
2
Zinsparität
2
1981-1985
1
1991
1
ARCH model
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
11
Article
9
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Working Paper
1
more ...
less ...
Language
All
English
20
Author
All
Morgan, Ieuan G.
19
McCurdy, Thomas H.
14
Ebrahim, Shafiq K.
2
Trevor, Robert G.
2
Beaulieu, Marie-Claude
1
MacCurdy, Thomas H.
1
Morgan, Alison
1
more ...
less ...
Published in...
All
Discussion paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CMBF papers
1
Discussion paper / Institute for Economic Research, Queen's University
1
International journal of forecasting
1
Journal of applied econometrics
1
The economic record : er
1
The exchange rate and the economy : [proceedings of a conference held at the Bank of Canada, 22 - 23 June 1992]
1
The journal of futures markets
1
The review of economic studies
1
The review of financial studies
1
Working paper / Bank of Canada
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
5
EconStor
1
OLC EcoSci
1
Other ZBW resources
1
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does tick size influence price discovery? : Evidence from the Toronto stock exchange
Beaulieu, Marie-Claude
;
Ebrahim, Shafiq K.
;
Morgan, Ieuan G.
- In:
The journal of futures markets
23
(
2003
)
1
,
pp. 49-66
Persistent link: https://www.econbiz.de/10001745965
Saved in:
2
Volatility transmission between foreign exchange and money markets
Ebrahim, Shafiq K.
-
2000
Persistent link: https://www.econbiz.de/10001504344
Saved in:
3
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
4
Measurement of abnormal returns from small firms
Morgan, Alison
- In:
Journal of business & economic statistics : JBES ; a …
5
(
1987
)
1
,
pp. 121-129
Persistent link: https://www.econbiz.de/10001019319
Saved in:
5
Intertemporal risk in foreign currency markets
McCurdy, Thomas H.
- In:
The exchange rate and the economy : [proceedings of a …
,
(pp. 325-355)
.
1993
Persistent link: https://www.econbiz.de/10001295874
Saved in:
6
Single beta models and currency futures prices
McCurdy, Thomas H.
- In:
The economic record : er
(
1992
),
pp. 117-129
Persistent link: https://www.econbiz.de/10001130518
Saved in:
7
Tests for a systematic risk component in deviations from uncovered interest rate parity
McCurdy, Thomas H.
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 587-602
Persistent link: https://www.econbiz.de/10001114301
Saved in:
8
Tests of the martingale hypothesis for foreign currency futures with time-varying volatility
McCurdy, Thomas H.
- In:
International journal of forecasting
3
(
1987
)
1
,
pp. 131-148
Persistent link: https://www.econbiz.de/10001034066
Saved in:
9
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
Saved in:
10
Testing the martingale hypothesis in Deutsche Mark futures with models specifying the form of heteroscedasticity
McCurdy, Thomas H.
- In:
Journal of applied econometrics
3
(
1988
)
3
,
pp. 187-202
Persistent link: https://www.econbiz.de/10001053503
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
