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Chaboud, Alain P.
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Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2007
Persistent link: https://www.econbiz.de/10003997594
Saved in:
2
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2008
Persistent link: https://www.econbiz.de/10003675595
Saved in:
3
Indexes of the foreign exchange value of the dollar
Loretan, Mico
- In:
Federal reserve bulletin
91
(
2005
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10002675071
Saved in:
4
Evaluating "correlation breakdowns" during periods of market volatility
Loretan, Mico
;
English, William B.
-
2000
Persistent link: https://www.econbiz.de/10001464198
Saved in:
5
A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik
;
Österholm, Pär
-
2007
Persistent link: https://www.econbiz.de/10003997612
Saved in:
6
What drives volatility persistence in the foreign exchange market?
Berger, David
;
Chaboud, Alain
;
Hjalmarsson, Erik
; …
-
2006
Persistent link: https://www.econbiz.de/10003331634
Saved in:
7
Uncoverest interest parity : it works, but not for long
Chaboud, Alain P.
;
Wright, Jonathan H.
-
2002
Persistent link: https://www.econbiz.de/10001738090
Saved in:
8
Uncoverred interest parity : it works, but not for long
Chaboud, Alain P.
;
Wright, Jonathan H.
- In:
Journal of international economics
66
(
2005
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10002961990
Saved in:
9
Order flow and exchange rate dynamics in electronic brokerage system data
Berger, David W.
;
Chaboud, Alain P.
;
Chernenko, Sergey V.
; …
-
2005
Persistent link: https://www.econbiz.de/10002747674
Saved in:
10
Order flow and exchange rate dynamics in electronic brokerage system data
Berger, David W.
;
Chaboud, Alain P.
;
Chernenko, Sergey V.
; …
- In:
Journal of international economics
75
(
2008
)
1
,
pp. 93-109
Persistent link: https://www.econbiz.de/10003748942
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