Author:
Beine Michel,Bénassy-Quéré Agnès,Lecourt Christelle
Subject
Economics and Econometrics,Finance
Reference44 articles.
1. Amekinders G.J., Eijffinger S.C.W, 1993. Accounting for Daily Bundesbank and Federal Reserve Intervention, Tilburg University, Mimeo.
2. The message in daily exchange rates: a conditional-variance tale;Baillie;Journal of Business and Economic Statistics,1989
3. Fractionally integrated generalized autoregressive conditional heteroskedasticity;Baillie;Journal of Econometrics,1996
4. Stock returns and volatility;Baillie;Journal of Financial and Quantitative Analysis,1990
5. Why do central banks intervene?;Baillie;Journal of International Money and Finance,1997
Cited by
102 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献