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Bid-ask spreads and volatility in the foreign exchange market: An empirical analysis
Bollerslev, Tim; Melvin, Michael - In: Journal of international economics 36 (1994) 3-4, pp. 355-372
Persistent link: https://www.econbiz.de/10007711010
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ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
Scherrer, Wolfgang; Ribarits, Eva; Baba, Y.; Engle, R.F.; … - In: Econometric theory 23 (2007) 3, pp. 464-484
Persistent link: https://www.econbiz.de/10007718228
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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B.; Andrews, D.W.K.; … - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
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Editorial
Lothian, James R.; Melvin, Michael T. - In: Journal of international money and finance 22 (2003) 5, pp. 611-612
Persistent link: https://www.econbiz.de/10006887337
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IS THERE PRIVATE INFORMATION IN THE FX MARKET? THE TOKYO EXPERIMENT
Ito, Takatoshi; Lyons, Richard K.; Melvin, Michael T. - 1997
Persistent link: https://www.econbiz.de/10006999367
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Sources of meteor showers and heat waves in the foreign exchange market
Hogan Jr, Kedreth C.; Melvin, Michael T. - In: Journal of international economics 37 (1994) 3-4, pp. 239-248
Persistent link: https://www.econbiz.de/10007710987
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Is There Private Information in the FX Market? The Tokyo Experiment
Ito, Takatoshi; Lyons, Richard K.; Melvin, Michael T. - In: The journal of finance : the journal of the American … 53 (1998) 3, pp. 1111-1130
Persistent link: https://www.econbiz.de/10007356105
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Dollarization and monetary reform : evidence from the Cochabamba region of Bolivia
Melvin, Michael T.; Fenske, Kurt - In: Revista de análisis económico 7 (1992) 1, pp. 125-138
Persistent link: https://www.econbiz.de/10009943755
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'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow
Cai, Jun; Cheung, Yan-Leung; Lee, Raymond S.K.; Melvin, … - In: Journal of international money and finance 20 (2001) 3, pp. 327-348
Persistent link: https://www.econbiz.de/10006902368
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A Yen is Not a Yen: TIBOR-LIBOR and the Determinants of the Japan Premium
Covrig, Vicentiu; Low, Buen Sin; Melvin, Michael - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 193
Persistent link: https://www.econbiz.de/10006693592