SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Kam Fong Chan, John G. Powell, Sirimon Treepongkaruna, Currency jumps and crises: Do developed and emerging market currencies jump together?, Pacific-Basin Finance Journal, 2014, 30, 132

    CrossRef

  2. 2
    Sylwia Nowak, Heather M. Anderson, How does public information affect the frequency of trading in airline stocks?, Journal of Banking & Finance, 2014, 44, 26

    CrossRef

  3. 3
    Walid Ben Omrane, Christian Hafner, Macroeconomic news surprises and volatility spillover in foreign exchange markets, Empirical Economics, 2014,

    CrossRef

  4. 4
    Christian Spreckelsen, Hans-Jörg Mettenheim, Michael H. Breitner, Real-Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks, Journal of Forecasting, 2014, 33, 6
  5. 5
    Hans Dewachter, Deniz Erdemlioglu, Jean-Yves Gnabo, Christelle Lecourt, The intra-day impact of communication on euro-dollar volatility and jumps, Journal of International Money and Finance, 2014, 43, 131

    CrossRef

  6. 6
    D. Nagakura, T. Watanabe, A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise, Journal of Financial Econometrics, 2013,

    CrossRef

  7. 7
    Rasmus Fatum, Michael Hutchison, Thomas Wu, Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates, Journal of the Japanese and International Economies, 2012, 26, 4, 542

    CrossRef

  8. 8
    David G. Mcmillan, Alan E. H. Speight, Daily FX Volatility Forecasts: Can the GARCH(1,1) Model be Beaten using High-Frequency Data?, Journal of Forecasting, 2012, 31, 4
  9. 9
    Chae-Shick Chung, The Role and Magnitude of Order Flows in Seoul Foreign Market, Journal of East Asian Economic Integration, 2010, 14, 1, 237

    CrossRef

  10. 10
    G. R. JAFARI, A. BAHRAMINASAB, P. NOROUZZADEH, WHY DOES THE STANDARD GARCH(1, 1) MODEL WORK WELL?, International Journal of Modern Physics C, 2007, 18, 07, 1223

    CrossRef

  11. 11
    Törbjörn I. Becker, Amadou N. R. Sy, Were Bid-Ask Spreads in the Foreign Exchange Market Excessive During the Asian Crisis?, IMF Working Papers, 2005, 05, 34, 1

    CrossRef

  12. 12
    Park Haesik, Jang Wonchang, The Role of Private Information in Short-term Fluctuations of Won/Dollar Exchange Rates, Journal of East Asian Economic Integration, 1999, 3, 4, 35

    CrossRef

  13. 13
    TORBEN G. ANDERSEN, TIM BOLLERSLEV, Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns, The Journal of Finance, 1997, 52, 3
  14. 14
    BETTINA PEIERS, Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market, The Journal of Finance, 1997, 52, 4
  15. 15
    F.C. Palm, Statistical Methods in Finance, 1996,

    CrossRef

  16. 16
    Jeffrey A. Frankel, Andrew K. Rose, 1995,

    CrossRef

  17. 17
    Tim Bollerslev, Robert F. Engle, Daniel B. Nelson, 1994,

    CrossRef