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Foreign Exchange Vehicles Before and After EMU: From Dollar/Mark to Dollar/Euro?
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Foreign Exchange Vehicles Before and After EMU: From Dollar/Mark to Dollar/Euro? (1997)Foreign Exchange Vehicles Before and Afte…From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)From the bird's eye to the mi…Tests of microstructural hypotheses in the foreign exchange market (1995)Tests of microstructural hypo…Bid-ask spreads in the interbank foreign exchange markets (1994)Bid-ask spreads in the interb…Is Japan Creating a Yen Bloc in East Asia and the Pacific? (1993)Is Japan Creating a Yen Bloc …ARCH modeling in finance (1992)ARCH modeling in financeLimiting exchange rate flexibility: The European Monetary System (1990)Limiting exchange rate flexib…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…A Financial History of Western Europe (1985)A Financial History of Wester…The International Role of the Dollar: Theory and Prospect (1984)The International Role of the…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Vehicle Currencies and the Structure of International Exchange (1980)Vehicle Currencies and the St…Vehicle Currencies And the Structure Of International Exchange (1979)Vehicle Currencies And the St…The Origin and Development of Media of Exchange (1976)The Origin and Development of…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…The Future of Sterling as an International Currency. (1972)The Future of Sterling as an …The Only Game in Town (1971)The Only Game in TownExpectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)The Variation of Certain Speculative Prices (1963)Institutional Investors and Stock Market Volatility (2006)Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (2011)Social physics (2022)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)The Informational Efficiency of Monetary Exchange (1972)MONEY AND THE MECHANISM OF EXCHANGE (1989)Agent-based models of financial markets (2007)Liquidity: A New Monetarist Perspective (2017)Lectures on Political Economy (2022)The Analysis of Economic Time-Series-Part I: Prices (1953)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The variation of certain speculative prices (1997)Continuous Auctions and Insider Trading (1985)Inferring Trade Direction from Intraday Data (1991)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Safe Haven Currencies (2010)A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets (1990)No Single Currency Regime is Right for All Countries or At All Times (1999)Liquidity and Asset Prices (2006)G7 Current Account Imbalances: Sustainability and AdjustmentOn the Complexities of Complex Economic Dynamics (1999)International Trade and Currency Exchange (2001)The determination of foreign banking location (1996)The French Crime of 1873: An Essay on the Emergence of the International Gold Standard, 1870–1880 (1996)The Financial Crisis of 1825 and the Restructuring of the British Financial System (1998)
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References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 1971The Only Game in Town855 cited
  • 1997From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets522 cited
  • 1995Tests of microstructural hypotheses in the foreign exchange market517 cited
  • 1985A Financial History of Western Europe377 cited
  • 1976The Origin and Development of Media of Exchange317 cited
  • 1984The International Role of the Dollar: Theory and Prospect250 cited
  • 1990Limiting exchange rate flexibility: The European Monetary System229 cited
  • 1994Bid-ask spreads in the interbank foreign exchange markets211 cited
  • 1972The Future of Sterling as an International Currency.193 cited
  • 1980Vehicle Currencies and the Structure of International Exchange174 cited
  • 1979Vehicle Currencies And the Structure Of International Exchange164 cited

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  • 1993Is Japan Creating a Yen Bloc in East Asia and the Pacific?160 cited
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