Volatility spillovers in spot and forward foreign exchange markets

Effects of exchange rate volatility on UK exports

Gosling, S
National Economic Development Office (NEDO), London (United Kingdom)

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:6075.082(NEDO-EWP--24) / BLDSC - Bri...

Exchange rate volatility and exports The case of Ireland

Fountas, S.
Bredin, D.
University Coll., Galway (Ireland). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.023(16) / BLDSC - British Librar...

Deterministic chaos in the foreign exchange market

De Grauwe, P.
Vansanten, K
Centre for Economic Policy Research, London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--370) / BLDSC - Br...

'Hot markets', conditional volatility, and foreign exchange

Faruqee, H.
Redding, L.
Glasgow Univ. (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.930(9903) / BLDSC - British Libr...

Trading round-the-clock Return, volatility and volume spillovers in the Eurodollar futures market

Abhyankar, A.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(93/05) / BLDSC - British ...

Price volatility and futures margins

Hardouvelis, G.
Kim, D
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1263) / BLDSC - B...

Portfolio substitution and exchange rate volatility

Sibert, A.
Ha, J.
London Univ. (United Kingdom). Inst. for Financial Research

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.164(IFR-WP--27) / BLDSC - Britis...

The relative volatility of the markets in equities and index futures

Board, J.
Sutcliffe, C.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(92-40) / BLDSC - British L...

Liquidity risk in spot foreign exchange markets

Chalamandaris, G.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038509 / BLDSC - British Library D...

Understanding bilateral exchange rate volatility

Devereux, M.B.
Lane, P.R.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Dual listed stocks and asymmetric volatility spillover The case of UK, Germany and France

Asimakopoulos, I.
University of Wales, Bangor (United Kingdom). Inst. of European Finance

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:7755.03445(97/6) / BLDSC - British Li...

Real trading patterns and prices in spot foreign exchange markets

Danielsson, J.
Payne, R.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(320) / BLDSC - British Libra...

Derivatives trading and spot market volatility A theoretical and empirical analysis

Cronin, D
Central Bank of Ireland, Dublin (Ireland). Research Department

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:8684.56(CBOI-TP--3/RT/92) / BLDSC - ...

Modelling currency volatility and returns

Biekpe, N.B.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

Domestic-to-foreign spillovers, technology sourcing and FDI

Driffield, N.
Love, J.H.
Birmingham Business School (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.99077(2001-04) / BLDSC - British...

Effects of exchange rate volatility on UK exports

Gosling, S
National Economic Development Office (NEDO), London (United Kingdom)

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:6075.082(NEDO-EWP--24) / BLDSC - Bri...

Exchange rate volatility and exports The case of Ireland

Fountas, S.
Bredin, D.
University Coll., Galway (Ireland). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.023(16) / BLDSC - British Librar...

Deterministic chaos in the foreign exchange market

De Grauwe, P.
Vansanten, K
Centre for Economic Policy Research, London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--370) / BLDSC - Br...

'Hot markets', conditional volatility, and foreign exchange

Faruqee, H.
Redding, L.
Glasgow Univ. (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.930(9903) / BLDSC - British Libr...

Trading round-the-clock Return, volatility and volume spillovers in the Eurodollar futures market

Abhyankar, A.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.214405(93/05) / BLDSC - British ...

Price volatility and futures margins

Hardouvelis, G.
Kim, D
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1263) / BLDSC - B...

Portfolio substitution and exchange rate volatility

Sibert, A.
Ha, J.
London Univ. (United Kingdom). Inst. for Financial Research

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.164(IFR-WP--27) / BLDSC - Britis...

The relative volatility of the markets in equities and index futures

Board, J.
Sutcliffe, C.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(92-40) / BLDSC - British L...

Liquidity risk in spot foreign exchange markets

Chalamandaris, G.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038509 / BLDSC - British Library D...

Understanding bilateral exchange rate volatility

Devereux, M.B.
Lane, P.R.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Dual listed stocks and asymmetric volatility spillover The case of UK, Germany and France

Asimakopoulos, I.
University of Wales, Bangor (United Kingdom). Inst. of European Finance

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:7755.03445(97/6) / BLDSC - British Li...

Real trading patterns and prices in spot foreign exchange markets

Danielsson, J.
Payne, R.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(320) / BLDSC - British Libra...

Derivatives trading and spot market volatility A theoretical and empirical analysis

Cronin, D
Central Bank of Ireland, Dublin (Ireland). Research Department

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:8684.56(CBOI-TP--3/RT/92) / BLDSC - ...

Modelling currency volatility and returns

Biekpe, N.B.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

Domestic-to-foreign spillovers, technology sourcing and FDI

Driffield, N.
Love, J.H.
Birmingham Business School (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.99077(2001-04) / BLDSC - British...

Effects of exchange rate volatility on UK exports

Gosling, S
National Economic Development Office (NEDO), London (United Kingdom)

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:6075.082(NEDO-EWP--24) / BLDSC - Bri...

Exchange rate volatility and exports The case of Ireland

Fountas, S.
Bredin, D.
University Coll., Galway (Ireland). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.023(16) / BLDSC - British Librar...

Deterministic chaos in the foreign exchange market

De Grauwe, P.
Vansanten, K
Centre for Economic Policy Research, London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--370) / BLDSC - Br...

Volatility spillovers in spot and forward foreign exchange markets

Abstract

Extracted data

Volatility spillovers in spot and forward foreign exchange markets

Abstract

Extracted data

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