-
1
-
-
0242345456
-
Micro Effects of Macro Announcements: Real Time Price Discovery in Foreign Exchange
-
and
-
Andersen, Torben G., Tim Bollerslev, Francis Diebold, and Clara Vega 2003 Micro Effects of Macro Announcements: Real Time Price Discovery in Foreign Exchange American Economic Review, 93, 38 62.
-
(2003)
American Economic Review
, vol.93
, pp. 38-62
-
-
Andersen, T.G.1
Bollerslev, T.2
Diebold, F.3
Vega, C.4
-
2
-
-
0000803669
-
Bid-Ask Spreads and Volatility in the Foreign Exchange Market
-
and
-
Bollerslev, Tim, and Michael Melvin 1994 Bid-Ask Spreads and Volatility in the Foreign Exchange Market Journal of International Economics, 36, 355 72.
-
(1994)
Journal of International Economics
, vol.36
, pp. 355-72
-
-
Bollerslev, T.1
Melvin, M.2
-
3
-
-
0040844802
-
Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data
-
and
-
Bonser-Neal, Catherine, V. Vance Roley, and Gordon H. Sellon, Jr. 1998 Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data Journal of Business, 71, 147 77.
-
(1998)
Journal of Business
, vol.71
, pp. 147-77
-
-
Bonser-Neal, C.1
Vance Roley, V.2
Sellon Jr., G.H.3
-
4
-
-
0000235618
-
Once-in-a-Generation Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow
-
and
-
Cai, Jun, Yan-Leung Cheung, Raymond S.K. Lee, and Michael Melvin 2001 Once-in-a-Generation Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow Journal of International Money and Finance, 20, 327 47.
-
(2001)
Journal of International Money and Finance
, vol.20
, pp. 327-47
-
-
Cai, J.1
Cheung Y.-Leung2
Lee, R.S.K.3
Melvin, M.4
-
5
-
-
0036199559
-
Real Trading Patterns and Prices in Spot Foreign Exchange Markets
-
and
-
Danielson, John, and Richard Payne 2002 Real Trading Patterns and Prices in Spot Foreign Exchange Markets Journal of International Money and Finance, 21, 203 22.
-
(2002)
Journal of International Money and Finance
, vol.21
, pp. 203-22
-
-
Danielson, J.1
Payne, R.2
-
8
-
-
0001342006
-
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
-
Hamilton, James D. (1989 A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle Econometrica, 57, 357 84.
-
(1989)
Econometrica
, vol.57
, pp. 357-84
-
-
Hamilton, J.D.1
-
9
-
-
45149138487
-
Analysis of Time Series Subject to Changes in Regime
-
Hamilton, James D. (1990 Analysis of Time Series Subject to Changes in Regime Journal of Econometrics, 45, 39 70.
-
(1990)
Journal of Econometrics
, vol.45
, pp. 39-70
-
-
Hamilton, J.D.1
-
10
-
-
0003410290
-
-
Princeton, NJ: Princeton University Press.
-
Hamilton, James D. (1994) Time Series Analysis. Princeton, NJ: Princeton University Press.
-
(1994)
Time Series Analysis.
-
-
Hamilton, J.D.1
-
11
-
-
84986382561
-
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP
-
Hansen, Bruce E. (1992 The Likelihood Ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP Journal of Applied Econometrics, 7, 61 82.
-
(1992)
Journal of Applied Econometrics
, vol.7
, pp. 61-82
-
-
Hansen, B.E.1
-
12
-
-
13844292397
-
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP
-
Hansen, Bruce E. (1996 Erratum: The Likelihood Ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP Journal of Applied Econometrics, 11, 195 98.
-
(1996)
Journal of Applied Econometrics
, vol.11
, pp. 195-98
-
-
Hansen, B.E.1
-
13
-
-
0036803414
-
A Model of the Federal Funds Rate Target
-
and
-
Jorda, Oscar, and James D. Hamilton 2002 A Model of the Federal Funds Rate Target Journal of Political Economy, 110, 1135 67.
-
(2002)
Journal of Political Economy
, vol.110
, pp. 1135-67
-
-
Jorda, O.1
Hamilton, J.D.2
-
14
-
-
0000859303
-
Continuous Auctions and Insider Trading
-
Kyle, Albert S. (1985 Continuous Auctions and Insider Trading Econometrica, 53, 1315 36.
-
(1985)
Econometrica
, vol.53
, pp. 1315-36
-
-
Kyle, A.S.1
-
16
-
-
0000233970
-
Public Information Arrival, Exchange Rate Volatility, and Quote Frequency
-
and
-
Melvin, Michael, and Xixi Yin 2000 Public Information Arrival, Exchange Rate Volatility, and Quote Frequency Economic Journal, 110, 644 51.
-
(2000)
Economic Journal
, vol.110
, pp. 644-51
-
-
Melvin, M.1
Yin, X.2
-
17
-
-
0141701434
-
Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis
-
Osler, Carol 2003 Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis Journal of Finance, 58, 1791 1820.
-
(2003)
Journal of Finance
, vol.58
, pp. 1791-1820
-
-
Osler, C.1
|