Cross-dynamics of exchange rate expectations: a wavelet analysis
- 16 March 2010
- journal article
- research article
- Published by Wiley in International Journal of Finance & Economics
- Vol. 16 (3), 205-217
- https://doi.org/10.1002/ijfe.423
Abstract
No abstract availableThis publication has 24 references indexed in Scilit:
- The war on terror and its impact on the long-term volatility of financial marketsInternational Review of Financial Analysis, 2008
- The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11Economics Systems, 2006
- The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis*The Journal of Business, 2006
- Evaluating implied RNDs by some new confidence interval estimation techniquesJournal of Banking & Finance, 2005
- Testing for contagion—mean and volatility contagionJournal of Multinational Financial Management, 2003
- Testing the stability of implied probability density functionsJournal of Banking & Finance, 2002
- Scaling properties of foreign exchange volatilityPhysica A: Statistical Mechanics and its Applications, 2001
- Implied exchange rate distributions: evidence from OTC option marketsJournal of International Money and Finance, 1998
- Foreign currency option valuesJournal of International Money and Finance, 1983
- Prices of State-Contingent Claims Implicit in Option PricesThe Journal of Business, 1978