The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference32 articles.
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5. Berkowitz, J. (1999). Evaluating the forecasts of risk models. Board of Governors of the Federal Reserve System, Finance and Economics Discussion Series No. 99-11.
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