SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Empirical Properties of Foreign Exchange Rates · Study

ArticleShelves

ArticleEmpirical Properties of Foreign Exchange Rates

Richard J. Rogalski1978

Article1978

Empirical Properties of Foreign Exchange Rates

Richard J. Rogalski · Joseph D. Vinso

92 citations·0/0 files stored·Journal of International Business Studies

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Complex Systems and Time Series Analysis

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 92 citations exist upstream.

References

1972The Distribution of Share Price Changes 1977An examination of foreign exchange risk under fixed and floating rate regimes 1977Spot rates, forward rates and exchange market efficiency 1975The Random Behavior of Flexible Exchange Rates: Implications for Forecasting

Cited by

1992Differences between foreign exchange rate regimes: The view from the tails 1981Management of Foreign Exchange Risk: A Review Article 2003Statistical distributions and the identification of currency crises 2000Testing densities with financial data: an empirical comparison of the EdgeworthSargan density to the Students t 1983Foreign exchange options 1982The Behavior of Foreign Exchange Rates 1988Distribution properties of Latin American black market exchange rates 2000Semiparametric ARCH Models: An Estimating Function Approach

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1985Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiencychapter · 3 shared references 1985The behavior of intra-daily exchange ratesarticle · 3 shared references 1992A nonlinear stochastic rational expectations model of exchange ratesarticle · 3 shared references 1993Modeling asset returns with alternative stable distributionsarticle · 2 shared references 2004Supply Contracts, Profit Sharing, Switching, and Reaction Optionsarticle · 2 shared references 1988The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approacharticle · 2 shared references

Details

Year1978

Typearticle

Published1978-06-01

VenueJournal of International Business Studies

ISSN-L0047-2506

Languageen

Citations92

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1057/palgrave.jibs.8490663

openalex_workW1981109455

Links

Imported from OpenAlex (CC0) — nothing here is generated.