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Exchange rate determination and inter-market order flow effects
Daníelsson, Jón; Luo, Jinhui; Payne, Richard - In: The European journal of finance 18 (2012) 9/10, pp. 823-840
Persistent link: https://www.econbiz.de/10009691778
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Liquidity determination in an order-driven market
Daníelsson, Jón; Payne, Richard - In: The European journal of finance 18 (2012) 9/10, pp. 799-821
Persistent link: https://www.econbiz.de/10009691779
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Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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An empirical analysis of exchange rates using high-frequency data
Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10001436960
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A transaction level study of the effects of central bank intervention on exchange rates
Payne, Richard; Vitale, Paolo - 2000
Persistent link: https://www.econbiz.de/10001527176
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The effects of macroeconomic "news" on high frequency exchange rate behaviour
Almeida, Alvaro; Goodhart, Charles A. E.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000955138
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The effects of macroeconomic news on high frequency exchange rate behavior
Almeida, Alvaro - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10001251498
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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/10001815828
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An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000961212
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Macroeconomic news, order flows and exchange
Love, Ryan; Payne, Richard - 2003
Persistent link: https://www.econbiz.de/10001999167