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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

The Merit-Order Effect on the Swedish bidding zone with the highest electricity flow in the Elspot market

Macedo, Daniela Pereira; Marques, António Cardoso; … - In: Energy economics 102 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013162130

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

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

Measuring the impact of climate risk on renewable energy stock volatility : a case study of G20 economies

Zhang, Li; Liang, Chao; Luu Duc Toan Huynh; Wang, Lu; … - In: Journal of economic behavior & organization 223 (2024), pp. 168-184

Persistent link: https://www.econbiz.de/10014553330