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Speculative Anticipations of Sterling's Return to Gold: Was Keynes Wrong?
3 references·1 citing·19 second hop
Speculative Anticipations of Sterling's Return to Gold: Was Keynes Wrong? (1994)Speculative Anticipations of Sterling's R…Stochastic Integration and Differential Equations : A New Approach (2014)Stochastic Integration and Di…An Empirical Exploration of Exchange Rate Target-Zones (1990)An Empirical Exploration of E…Exchange-Rate Dynamics (1983)Exchange-Rate DynamicsVolatility regime-switching in European exchange rates prior to monetary unification (2008)Volatility regime-switching i…A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)ARCH modeling in finance (1992)Forecasting exchange rates: The multi-state Markov-switching model with smoothing (2010)Does news matter in China’s foreign exchange market? Chinese RMB volatility and public information arrivals (2017)News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models (2020)Empirical exchange rate models of the seventies (1983)Trends and random walks in macroeconomic time series (1988)Anomalies: Foreign Exchange (1990)Expected and Predicted Realignments: The FF/DM Exchange Rate During the EMS (1991)Liberalization of the Capital Account: Experiences and Issues (1992)Target zones and exchange rates: (1998)Time-Separable Preferences and Intertemporal-Substitution Models of Business Cycles (1984)Currency Fluctuations in the Post-Bretton Woods Era (1990)The Intertemporal Approach to the Current Account (1994)Contagious speculative attacks (1995)Option pricing by Esscher transforms. (1995)Estimating quadratic variation using realized variance (2002)Common Failings: How Corporate Defaults Are Correlated (2007)
this work references cited by second hop

References

  • 2014Stochastic Integration and Differential Equations : A New Approach686 cited
  • 1983Exchange-Rate Dynamics304 cited
  • 1990An Empirical Exploration of Exchange Rate Target-Zones174 cited

Cited by

  • 2008Volatility regime-switching in European exchange rates prior to monetary unification48 cited

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