This paper focuses on nominal exchange rates, specifically the US dollar rate vis-a-vis the Euro and the Japanese Yen at a daily frequency. In the paper both absolute values of returns and squared returns are modelled using long-memory techniques, being particularly interested in volatility...

In the last 15 years, terrorist activity in the Basque Country has substantially decreased and strategies have changed. Whilst the type of killings has become more specialised (politicians, reporters, etc.), a new phenomenon based on urban guerrilla tactics, and called in Basque 'kale borroka'...