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1
Principal component measures of exchange market pressure : comparisons with variance-weighted measures
Hegerty, Scott W.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1483-1495
Persistent link: https://www.econbiz.de/10010259384
Saved in:
2
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
Saved in:
3
An empirical note about estimation and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
Saved in:
4
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
5
Exchange market pressure, commodity prices, and contagion in Latin America
Hegerty, Scott W.
- In:
The journal of international trade & economic development
23
(
2014
)
1/2
,
pp. 56-77
Persistent link: https://www.econbiz.de/10010256305
Saved in:
6
Commodity-price volatility, exchange market pressure, and macroeconomic linkages : evidence from Latin America
Hegerty, Scott W.
- In:
Bulletin of applied economics
2
(
2015
)
2
,
pp. 11-21
Persistent link: https://www.econbiz.de/10011440431
Saved in:
7
The determinanants of bid-ask spread in the Guyanese FX market
Khemraj, Tarron
;
Pasha, Sukrishnalall
- In:
The journal of developing areas
48
(
2014
)
2
,
pp. 39-62
Persistent link: https://www.econbiz.de/10010364679
Saved in:
8
The long memory of order flow in the foreign exchange spot market
Gould, Martin
;
Porter, Mason A.
;
Howison, Sam
- In:
Market microstructure and liquidity
2
(
2016
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011588230
Saved in:
9
Long memory in volatility in foreign exchange markets : evidence from selected countries in Africa
Kuttu, Saint
;
Abor, Joshua Yindenaba
;
Amewu, Godfred
- In:
Journal of economics and finance : JEF
48
(
2024
)
2
,
pp. 462-482
Persistent link: https://www.econbiz.de/10015097329
Saved in:
10
Endogenous volatility in the foreign exchange market
Bargigli, Leonardo
;
Cifarelli, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015338752
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