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~subject:"Volatility"
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Euro exchange rate volatility...
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Volatility
Großbritannien
34
United Kingdom
34
Volatilität
25
Theorie
18
Theory
18
ARCH model
14
ARCH-Modell
14
Exchange rate
14
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11
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English
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Speight, Alan E. H.
24
McMillan, David G.
18
Evans, Kevin P.
7
Ap Gwilym, Owain
3
Gower, Craig P.
1
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Applied financial economics
5
Journal of forecasting
2
The European journal of finance
2
The journal of futures markets
2
Applied financial economics letters
1
Asia-Pacific financial markets
1
Discussion paper series
1
Future of economic science
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International journal of finance & economics : IJFE
1
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Journal of international money and finance
1
Journal of multinational financial management
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Journal of the Japanese and international economies : an international journal ; JJIE
1
Perspectives on European politics and economics
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ECONIS (ZBW)
25
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1
Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
Research in international business and finance
24
(
2010
)
1
,
pp. 82-101
Persistent link: https://www.econbiz.de/10003917571
Saved in:
2
Intraday euro exchange rates and international macroeconomic announcements
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 83-110
Persistent link: https://www.econbiz.de/10009155460
Saved in:
3
International macroeconomic announcements and intraday euro exchange rate volatility
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
Journal of the Japanese and international economies : …
24
(
2010
)
4
,
pp. 552-568
Persistent link: https://www.econbiz.de/10009247706
Saved in:
4
Dynamic news effects in high frequency Euro exchange rates
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
Journal of international financial markets, …
20
(
2010
)
3
,
pp. 238-258
Persistent link: https://www.econbiz.de/10009260264
Saved in:
5
Euro exchange rate volatility and macroeconomic fundamentals
Evans, Kevin P.
;
Speight, Alan E. H.
- In:
Perspectives on European politics and economics
,
(pp. 247-268)
.
2011
Persistent link: https://www.econbiz.de/10009563078
Saved in:
6
How useful is intraday data for evaluating daily value-at-risk? : evidence from three Euro rates
McMillan, David G.
;
Speight, Alan E. H.
;
Evans, Kevin P.
- In:
Journal of multinational financial management
18
(
2008
)
5
,
pp. 488-503
Persistent link: https://www.econbiz.de/10003789977
Saved in:
7
Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H.
;
McMillan, David G.
;
Ap Gwilym, Owain
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 425-444
Persistent link: https://www.econbiz.de/10001500111
Saved in:
8
Non-ferrous metals price volatility : a component analysis of daily LME settlement price data
McMillan, David G.
;
Speight, Alan E. H.
-
2001
Persistent link: https://www.econbiz.de/10001609654
Saved in:
9
Volatility spillovers in east European black-market exchange rates
Speight, Alan E. H.
;
McMillan, David G.
- In:
Journal of international money and finance
20
(
2001
)
3
,
pp. 367-378
Persistent link: https://www.econbiz.de/10001580072
Saved in:
10
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
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