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A mixture multiplicative error model for realized volatility

Lanne, Markku (contributor) - 2006

Persistent link: https://www.econbiz.de/10003280702

Forecasting realized volatility by decomposition

Lanne, Markku (contributor) - 2006

Persistent link: https://www.econbiz.de/10003338294

Identifying monetary policy shocks via changes in volatility

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2006

Persistent link: https://www.econbiz.de/10003338299

Structural vector autoregressions with nonnormal residuals

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2005

Persistent link: https://www.econbiz.de/10003291432

Modeling conditional skewness in stock returns

Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2005 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10003197857

Modeling expectations with noncausal autoregressions

Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2008

Persistent link: https://www.econbiz.de/10003724325

A statistical comparison of alternative identification schemes for monetary policy shocks

Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008

Persistent link: https://www.econbiz.de/10003724343

The Effect of a Transaction Tax on Exchange Rate Volatility

Lanne, Markku; Vesala, Timo - 2007

We argue that a transaction tax is likely to amplify, not dampen, volatility in the foreign exchange markets. Our argument stems from the decentralised trading practice and the presumable discrepancy between 'informed' and 'uninformed' traders' valuations. Since informed traders' valuations are...

Persistent link: https://www.econbiz.de/10014223793

The effect of a transaction tax on exchange rate volatility

Lanne, Markku; Vesala, Timo - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 123-133

Persistent link: https://www.econbiz.de/10008702361

The effect of a transaction tax on exchange rate volatility

Lanne, Markku (contributor); Vesala, Timo (contributor) - 2006

Persistent link: https://www.econbiz.de/10003332835