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Lahaye, Jerome's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
416 |
Total
Citations
25 |
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1.
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Lahaye, Jerome
Facultés Universitaires Notre-Dame de la Paix (FUNDP) Laurent, Sébastien
Maastricht University - Department of Quantitative Economics Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division
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13 Oct 08
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Last Revised:
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26 Aug 09
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302
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16
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exchange rate, futures, bonds, realized volatility, bipower variation, jumps, macroeconomic announcement.
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2.
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Beine, Michel A. R.
University of Luxemburg Lahaye, Jerome
Facultés Universitaires Notre-Dame de la Paix (FUNDP) Laurent, Sébastien
Maastricht University - Department of Quantitative Economics Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division Palm, Franz C.
University of Maastricht - Department of Economics
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114
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9
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intervention, exchange rate, jumps, bi-power variation, volatility, central bank
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