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Exchange rate determination and inter-market order flow effects
Danelsson, Jn
;
Luo, Jinhui
;
Payne, Richard
- In:
The European journal of finance
18
(
2012
)
9
,
pp. 823-841
Persistent link: https://www.econbiz.de/10010040801
Saved in:
2
Implementing risk appetite in the management of currency portfolios
Luo, Jinhui
;
Saks, Philip
;
Satchell, Steve
- In:
The journal of asset management
9
(
2008/09
)
6
,
pp. 380-397
Persistent link: https://www.econbiz.de/10009871032
Saved in:
3
On the efficacy of financial regulations
Daníelsson, Jón
- In:
Financial stability review : FSR
13
(
2009
),
pp. 53-63
Persistent link: https://www.econbiz.de/10009921083
Saved in:
4
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 39-34
Persistent link: https://www.econbiz.de/10009949692
Saved in:
5
The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
Almeida, Alvaro
;
Goodhart, Charles
;
Payne, Richard
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10006700424
Saved in:
6
Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes
Goodhart, Charles
;
Chang, Yuanchen
;
Payne, Richard
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 921-930
Persistent link: https://www.econbiz.de/10006921849
Saved in:
7
ONE DAY IN JUNE, 1993: A STUDY OF THE WORKING OF REUTERS 2000-2 ELECTRONIC FOREIGN EXCHANGE TRADING SYSTEM Technical Working Paper No. 179
Goodhart, Charles
;
Ito, Takatoshi
;
Payne, Richard
-
1995
Persistent link: https://www.econbiz.de/10005995253
Saved in:
8
ONE DAY IN JUNE, 1993: A STUDY OF THE WORKING OF REUTERS 2000-2 ELECTRONIC FOREIGN EXCHANGE TRADING SYSTEM Technical Working Paper No. 179
Goodhart, Charles
;
Ito, Takatoshi
;
Payne, Richard
-
1995
Persistent link: https://www.econbiz.de/10005999556
Saved in:
9
A transaction level study of the effects of central bank intervention on exchange rates
Payne, Richard
;
Vitale, Paolo
- In:
Journal of international economics
61
(
2003
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10007654136
Saved in:
10
Informed trade in spot foreign exchange markets: an empirical investigation
Payne, Richard
- In:
Journal of international economics
61
(
2003
)
2
,
pp. 307-330
Persistent link: https://www.econbiz.de/10007654137
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