Intra-day dynamics of exchange rates: New evidence from quantile regression

Author:

Kuck Konstantin,Maderitsch Robert

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. The distribution of realized exchange rate volatility;Andersen;Journal of the American Statistical Association,2001

2. Modeling and forecasting realized volatility;Andersen;Econometrica,2003

3. Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns;Andersen;Journal of Applied Econometrics,2010

4. Intra-day and inter-market volatility in foreign exchange rates;Baillie;Review of Economic Studies,1991

5. The structure and degree of dependence: A quantile regression approach;Baur;Journal of Banking & Finance,2013

Cited by 5 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

1. Exchange rates and trade balance dynamics: a quantile regression analysis;Applied Economics;2024-02-14

2. Long versus short time scales: the rough dilemma and beyond;Decisions in Economics and Finance;2021-11-08

3. Market Efficiency of Euro Exchange Rates and Trading Strategies;Naše gospodarstvo/Our economy;2021-06-01

4. Directional predictability in foreign exchange rates of emerging markets: New evidence using a cross-quantilogram approach;Borsa Istanbul Review;2021-03

5. Persistence of shocks in CDS returns on Croatian bonds: Quantile autoregression approach;Zbornik radova Ekonomskog fakulteta u Rijeci: časopis za ekonomsku teoriju i praksu/Proceedings of Rijeka Faculty of Economics: Journal of Economics and Business;2019-12-30

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3