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Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment

Damette, Olivier - In: Macroeconomic dynamics 20 (2016) 6, pp. 1600-1622

Persistent link: https://www.econbiz.de/10011623396

Tobin Tax and Exchange Rate Volatility : A Reassessment

Damette, Olivier - 2012

From Olsen Financial Studies data on the Euro-Dollar currency pair (2008-2010), we conduct a time-series analysis to explain the role of trading volume on exchange rate volatility (Mixture Distribution Hypothesis), taking into account non-linearity. We find evidence that the MDH holds in...

Persistent link: https://www.econbiz.de/10013103637

Tobin tax and trading volume tightening : a reassessment

Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141

Persistent link: https://www.econbiz.de/10011289358

Currency transaction tax elasticity : an econometric estimation

Bismans, Francis; Damette, Olivier - In: International economics : a journal published by CEPII … 115 (2008) 3, pp. 193-212

Persistent link: https://www.econbiz.de/10003838523

Tobin tax and volatility : a threshold quantile autoregressive regression framework

Damette, Olivier; Park, Beum-jo - In: Review of international economics 23 (2015) 5, pp. 996-1022

Persistent link: https://www.econbiz.de/10011399460

La taxe Tobin : une synthèse des travaux basés sur la théorie des jeux et l'économétrie

Bismans, Francis; Damette, Olivier - In: L' Actualité économique : revue trimest. 94 (2018) 2, pp. 255-281

Persistent link: https://www.econbiz.de/10012124913

Financial transaction tax, macroeconomic effects and tax competition issues: a two-country financial DSGE model

Damette, Olivier; Sobczak, Karolina; Betti, Thierry - 2022

Persistent link: https://www.econbiz.de/10013192704