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Euro exchange rate volatility...
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Speight, Alan
11
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5
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4
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3
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2
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2
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1
International macroeconomic announcements and intraday euro exchange rate volatility
Evans, Kevin
;
Speight, Alan
- In:
Journal of the Japanese and international economies : …
24
(
2010
)
4
,
pp. 552-569
Persistent link: https://www.econbiz.de/10008744239
Saved in:
2
Intraday euro exchange rates and international macroeconomic announcements
Evans, Kevin
;
Speight, Alan
- In:
The European journal of finance
17
(
2011
)
2
,
pp. 83-111
Persistent link: https://www.econbiz.de/10008812951
Saved in:
3
Survey of Recent Developments
Evans, Kevin
- In:
Bulletin of Indonesian economic studies
34
(
1998
)
3
,
pp. 5-35
Persistent link: https://www.econbiz.de/10007528289
Saved in:
4
How useful is intraday data for evaluating daily Value-at-Risk?
Mcmillan, David G.
;
Speight, Alan E.H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488
Persistent link: https://www.econbiz.de/10008096950
Saved in:
5
Intraday jumps and US macroeconomic news announcements
Evans, Kevin P.
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2511-2528
Persistent link: https://www.econbiz.de/10009290698
Saved in:
6
How useful is intraday data for evaluating daily Value-at-Risk?
McMillan, David G.
;
Speight, Alan E.H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488-504
Persistent link: https://www.econbiz.de/10008899745
Saved in:
7
Dynamic news effects in high frequency Euro exchange rates
Evans, Kevin P.
;
Speight, Alan E.H.
- In:
Journal of international financial markets, …
20
(
2010
)
3
,
pp. 238-259
Persistent link: https://www.econbiz.de/10008417540
Saved in:
8
Real-Time Risk Pricing Over the Business Cycle: Some Evidence for the UK
Evans, Kevin P.
;
Speight, Alan E.H.
- In:
Journal of business finance & accounting : JBFA
33
(
2006
)
1
,
pp. 263-283
Persistent link: https://www.econbiz.de/10006955392
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9
Daily FX Volatility Forecasts: Can the GARCH(1,1) Model be Beaten using High‐Frequency Data?
Mcmillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-344
Persistent link: https://www.econbiz.de/10009971921
Saved in:
10
Correlations and spillovers among three euro rates: evidence using realised variance
McMillan, David
;
Ruiz, Isabel
;
Speight, Alan
- In:
The European journal of finance
16
(
2010
)
8
,
pp. 753-768
Persistent link: https://www.econbiz.de/10008714770
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