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publications

(427)   

• Stochastic properties and predictability of intraday Taiwan exchange rates
  An-Sing Chen and Mark T. Leung International Review of Financial Analysis7(3):207--220(1998)
  to Exchange Foreign by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Random walks in the U.K. pound/ U.S. dollar exchange rates
  Herbert J. Smoluk and Geraldo M. Vasconcellos and Jonathan K. Kramer International Review of Financial Analysis7(1):65--82(1998)
  to Exchange Foreign rates by smicha on Apr 29, 2008, 8:06 AM
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• Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market
  Willem F. C. Verschoor and Christian C. P. Wolff International Review of Financial Analysis10(2):157--174002001.
  to Exchange rates by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• European foreign exchange market efficiency: Evidence based on crisis and noncrisis periods
  Raj Aroskar and Salil K. Sarkar and Peggy E. Swanson International Review of Financial Analysis13(3):333--347002004.
  to Foreign exchange markets by smicha on Apr 29, 2008, 8:06 AM
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• Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997
  Jeyanthi Karuppiah and Cornelis A. Los International Review of Financial Analysis14(2):211--246(2005)
  to Foreign exchange markets by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Informed and uninformed trading on the Australian dollar
  Warren P. Hogan and Jonathan A. Batten International Review of Financial Analysis14(1):61--75(2005)
  to Foreign exchange by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Were bid-ask spreads in the FX market excessive during the Asian crisis?
  Torbjörn Becker and Amadou Sy International Review of Financial Analysis15(4-5):434--449(2006)
  to Foreign exchange by smicha on Apr 29, 2008, 8:06 AM
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• Some tests of market microstructure hypotheses in the foreign exchange market
  Dionysios Chionis and Ronald MacDonald Journal of Multinational Financial Management7(3):203--229Oct1997.
  to Exchange rates by smicha on Apr 29, 2008, 8:06 AM
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• Comparing the forecasting performance of neural networks and forward exchange rates
  Mona R. El Shazly and Hassan E. El Shazly Journal of Multinational Financial Management7(4):345--356Dec1997.
  to Foreign exchange forecasting by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Cointegration between exchange rates: a generalized linear cointegration model
  Yan-Xia Lin and Michael McCrae and Chandra M. Gulati Journal of Multinational Financial Management8(2-3):333--352Sep1998.
  to Exchange equilibrium rate by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX