✦ LIBER ✦

On the distribution of intra-daily exchange rate changes

✍ Scribed by Ronald Bewley; Philip Lowe; Robert Trevor

Book ID: 103897502
Publisher: Elsevier Science
Year: 1992
Tongue: English
Weight: 383 KB
Volume: 33
Category: Article
ISSN: 0378-4754
DOI: 10.1016/0378-4754(92)90152-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Effect of exchange rate risk on intra-EC

Effect of exchange rate risk on intra-EC trade

✍ A. C. J. Stokman 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 687 KB

Estimating the distribution of volatilit

Estimating the distribution of volatility of realized stock returns and exchange rate changes

✍ Mikael Linden 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 435 KB

Time–series Behavior of Intra–daily Data

Time–series Behavior of Intra–daily Data from the Athens Stock Exchange

✍ Raphael N. Markellos; Costas Siriopoulos 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 193 KB

Modelling the Impact of Overnight Surpri

Modelling the Impact of Overnight Surprises on Intra-daily Volatility

✍ Giampiero M. Gallo 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 308 KB

Exchange rate volatility and the mixture

Exchange rate volatility and the mixture of distribution hypothesis

✍ Luc Bauwens; Dagfinn Rime; Genaro Sucarrat 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 323 KB

The daily distribution of changes in the

The daily distribution of changes in the price of stock index futures

✍ Edward A. Dyl; Edwin D. Maberly 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 592 KB

any empirical studies of daily returns on common stocks and other financial M assets in United States markets have reported daily. patterns that are seemingly inexplicable (Cross, 1973, French, 1980, Gibbons and Hess, 1981 and Keim and Stambaugh, 1984). Recently, Jaffe and Westerfield (1985) report