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Le fluttuazioni del dollaro negli anni ottanta : una analisi econometrica

Cifarelli, Giulio - 1991

Persistent link: https://www.econbiz.de/10000838152

On time varying risk premia in the foreign exchange market

Cifarelli, Giulio - 1995

Persistent link: https://www.econbiz.de/10000933271

Un modello del tasso di cambio a termine : analisi teorica e verifica empirica

Cifarelli, Giulio - In: Economia politica : journal of analytical and … 7 (1990) 2, pp. 165-190

Persistent link: https://www.econbiz.de/10001097836

Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators : Evidence from High-frequency Data

Bargigli, Leonardo - 2020

We assume that the variations of the exchange rate depend on the current net demand of the base currency as a consequence of market making, and that the current net demand of the base currency depends on current and past variations of the exchange rate as a consequence of how future price...

Persistent link: https://www.econbiz.de/10012837857

Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data

Bargigli, Leonardo; Cifarelli, Giulio - 2020

Persistent link: https://www.econbiz.de/10012211762

Endogenous and exogenous volatility in the foreign exchange market

Bargigli, Leonardo; Cifarelli, Giulio - 2020

Persistent link: https://www.econbiz.de/10012517831

Endogenous volatility in the foreign exchange market

Bargigli, Leonardo; Cifarelli, Giulio - 2024

Persistent link: https://www.econbiz.de/10015338752

Exchange rate determination: single-equation or economy-wide models? : a test against the random walk

Gandolfo, Giancarlo - In: Journal of banking & finance 14 (1990) 5, pp. 839-1101

Persistent link: https://www.econbiz.de/10001276036