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The Behavior of Foreign Exchange Rates
8 references·4 citing·43 second hop
The Behavior of Foreign Exchange Rates (1982)The Behavior of Foreign Exchange RatesThe variation of certain speculative prices (1997)The variation of certain spec…Empirical Properties of Foreign Exchange Rates (1978)Empirical Properties of Forei…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…An examination of foreign exchange risk under fixed and floating rate regimes (1977)An examination of foreign exc…The Random Behavior of Flexible Exchange Rates: Implications for Forecasting (1975)The Random Behavior of Flexib…Applied Time Series Analysis for Managerial Forecasting. (1974)Applied Time Series Analysis …The Behavior of Interest Rates. (1972)The Behavior of Interest Rate…Predictability of Stock Market Prices. (1971)Predictability of Stock Marke…A SIMPLE MODEL OF PRICE FORMATION (2002)A SIMPLE MODEL OF PRICE FORMA…Distribution of parallel exchange rates in African countries (2001)Distribution of parallel exch…Memories, heteroscedasticity, and price limit in Currency futures markets (1992)Memories, heteroscedasticity,…The Sub-Gaussian Distribution of Currency Futures: Stable Paretian or Nonstationary? (1987)The Sub-Gaussian Distribution…The Distribution of Share Price Changes (1972)Spot rates, forward rates and exchange market efficiency (1977)Management of Foreign Exchange Risk: A Review Article (1981)Differences between foreign exchange rate regimes: The view from the tails (1992)Statistical distributions and the identification of currency crises (2003)Théorie de la spéculation (1900)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Analysis: Forecasting and Control (1977)Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)The behavior of intra-daily exchange rates (1985)International Relationship Marketing: Intellectual Foundations and Avenues for Further Research (2015)The Cost of Transacting (1968)Time series analysis and simultaneous equation econometric models (1974)Asset Markets, Exchange Rates and the Balance of Payments (1984)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence (1969)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Hyperbolic Distributions in Finance (1995)Multi-attribute group decision-making considering opinion dynamics (2021)The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)Exchange Rate Volatility and U. S. Monetary Policy: An ARCH Application (1989)Implications of Nonlinear Dynamics for Financial Risk Management (1993)Modeling asset returns with alternative stable distributions (1993)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices (1974)International Portfolio Choice and Corporation Finance: A Synthesis (1983)ON MODELING CROSS SECTIONAL DISTRIBUTIONS OF FINANCIAL RATIOS (1995)The systematic risk of futures contracts (1996)Do currency futures prices follow random walks? (1997)Jump Risks and the Intertemporal Capital Asset Pricing Model (1984)Modelling financial time series (1987)Forecasting Intraday stock price trends with text mining techniques (2004)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Physical Environment of the School: A Review of the Research (1979)Federal Taxes and Homeownership: Evidence from Time Series (1980)Granger Causality and the Times Series Analysis of Political Relationships (1983)A note on maximum likelihood estimation of the rational expectations model of the term structure (1979)Government financing decisions and asset returns (1982)Valuation of VIX derivatives (2012)
this work references cited by second hop

References

  • 1997The variation of certain speculative prices4,468 cited
  • 1974Applied Time Series Analysis for Managerial Forecasting.326 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited
  • 1971Predictability of Stock Market Prices.247 cited
  • 1977An examination of foreign exchange risk under fixed and floating rate regimes235 cited
  • 1975The Random Behavior of Flexible Exchange Rates: Implications for Forecasting145 cited
  • 1972The Behavior of Interest Rates.118 cited
  • 1978Empirical Properties of Foreign Exchange Rates92 cited

Cited by

  • 2002A SIMPLE MODEL OF PRICE FORMATION99 cited
  • 1987The Sub-Gaussian Distribution of Currency Futures: Stable Paretian or Nonstationary?94 cited
  • 1992Memories, heteroscedasticity, and price limit in Currency futures markets44 cited
  • 2001Distribution of parallel exchange rates in African countries14 cited

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