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Medium-term macroeconomic determinants of exchange rate volatility
Morana, Claudio - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 55-64
Persistent link: https://www.econbiz.de/10003904898
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Oil price dynamics, macro-finance interactions and the role of financial speculation
Morana, Claudio - In: Journal of banking & finance 37 (2013) 1, pp. 206-226
Persistent link: https://www.econbiz.de/10009675544
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Estimating long memory in the mark-dollar exchange rate with high frequency data
Morana, Claudio - In: Applied financial economics letters 2 (2006) 6, pp. 361-364
Persistent link: https://www.econbiz.de/10003397266
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International stock markets comovements : the role of economic and financial integration
Morana, Claudio - In: Empirical economics : a journal of the Institute for … 35 (2008) 2, pp. 333-359
Persistent link: https://www.econbiz.de/10003758013
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On the macroeconomic causes of exchange rate volatility
Morana, Claudio - In: International journal of forecasting 25 (2009) 2, pp. 328-350
Persistent link: https://www.econbiz.de/10003870061
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Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns
Morana, Claudio - In: Journal of empirical finance 29 (2014), pp. 64-79
Persistent link: https://www.econbiz.de/10011300504
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The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
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Special issue on high frequency data in finance
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001505850
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Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard; Bollerslev, Tim; Redfearn, Michael R. - 1991
Persistent link: https://www.econbiz.de/10000823527
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Central bank intervention and risk in the forward premium
Baillie, Richard; Osterberg, William P. - 1996
Persistent link: https://www.econbiz.de/10000941570