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Trading activity and liquidity supply in a pure limit order book market : an empirical analysis using a multivariate count data model

Grammig, Joachim; Heinen, Andréas; Rengifo, Erick W. - 2004

Persistent link: https://www.econbiz.de/10002390653

Currency option trading strategies as an alternative tool for central bank foreign exchange interventions

Keefe, Helena Glebocki; Rengifo, Erick W. - In: International journal of central banking : IJCB 15 (2019) 2, pp. 179-234

Persistent link: https://www.econbiz.de/10012028268

The impact of institutions and exchange rate volatility on China’s outward FDI

Li, Yang; Rengifo, Erick W. - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2778-2798

Persistent link: https://www.econbiz.de/10012125131

Special section introduction : market volatility, trading behavior, and bank efficiency in Asian markets

Kutan, Ali Mustafa - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 137

Persistent link: https://www.econbiz.de/10011339541

Communication matters: US monetary policy and commodity price volatility

Hayo, Bernd; Kutan, Ali M.; Neuenkirch, Matthias - 2011

Using a GARCH model, we analyze the influence of U.S. monetary policy action and communication on the price volatility of commodities for the period 1998-2009. We find, first, that U.S. monetary policy events have an economically significant impact on price volatility. Second, expected target...

Persistent link: https://www.econbiz.de/10010286427