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Search Criteria: FAST heading = Foreign exchange market--Econometric models
Displaying 1 to 25 of 83
Title & Author Format Holdings Editions From To
A puzzle of microstructure market maker models by Romeu, Rafael, 1975-
DDC/LCC
  602 14 2004 2006
The foreign exchange market : theory and econometric evidence by Baillie, Richard (Richard T.)
DDC/LCC
  559 30 1988 2001
Understanding China's economic performance by Sachs, Jeffrey
DDC/LCC
  185 21 1996 1997
The foreign exchange market : empirical studies with high-frequency data by Goodhart, C. A. E. (Charles Albert Eric), 1936-
DDC/LCC
  166 9 2000 2000
Adoption of financial technologies : implications for money demand and monetary policy by Mulligan, Casey B
DDC/LCC
  164 24 1995 2014
Is there private information in the FX market? : the Tokyo experiment by Itō, Takatoshi, 1950-
DDC/LCC
  156 21 1996 2010
The determinants of realignment expectations under the EMS : some empirical regularities by Chen, Zhaohui, 1963-
DDC/LCC
  145 23 1993 1994
Latin America and East Asia in the context of an insurance model of currency crises by Chinn, Menzie David
DDC/LCC
  142 11 1999 1999
Technical trading rule profitability and foreign exchange intervention by LeBaron, Blake Dean, 1961-
DDC/LCC
  142 19 1994 2010
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment by Andersen, Torben G. (Torben Gustav)
DDC/LCC
  139 14 1998 2010
The big players in the foreign exchange market : do they trade on information or noise? by Wei, Shang-Jin
DDC/LCC
  138 15 1997 2010
The market microstructure of central bank intervention by Dominguez, Kathryn M.
DDC/LCC
  135 13 1999 2003
Portfolio balance, price impact, and secret intervention by Evans, Martin D. D.
DDC/LCC
  133 13 2001 2001
Strategic trading in a two-sided foreign exchange auction by Goldberg, Linda S. (Linda Shapiro), 1941-
DDC/LCC
  133 11 1995 1995
DM-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies by Andersen, Torben G. (Torben Gustav)
DDC/LCC
  133 15 1996 2008
Measuring market integration : a model of arbitrage with an econometric application to the gold standard, 1879-1913 by Prakash-Canjels, Gauri
DDC/LCC
  132 17 1997 1997
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns by Andersen, Torben G. (Torben Gustav)
DDC/LCC
  130 13 1996 2010
Tests of microstructural hypotheses in the foreign exchange market by Lyons, Richard K.
DDC/LCC
  129 12 1993 2010
Realignment risk and currency option pricing in target zones by Dumas, Bernard
DDC/LCC
  125 17 1992 1993
Bidder participation and information in currency auctions by Ausubel, Lawrence Marc
DDC/LCC
  121 6 2005 2006
Scale, scope and spillovers : the determinants of research productivity in the pharmaceutical industry by Henderson, Rebecca
DDC/LCC
  116 11 1993 1993
Endogenous growth and cycles by Stiglitz, Joseph E. (1943-)
DDC/LCC
  116 11 1993 1994
Understanding the forward premium puzzle : a microstructure approach by Burnside, Craig
DDC/LCC
  107 17 2007 2007
Do professional currency managers beat the benchmark? by Pojarliev, Momtchil
DDC/LCC
  96 11 2007 2008
Do reserve portfolios respond to exchange rate changes using a portfolio rebalancing strategy? : an econometric study using COFER data by Lim, Ewe-Ghee
LCC
  96 11 2007 2007
Displaying 1 to 25 of 83
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