Leslie Djuranovik

Bank Indonesia - Department of Economic and Monetary Policy

Jakarta, 10350

Indonesia

Warwick Business School - Department of Finance

Coventry, CV4 7AL

United Kingdom

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Scholarly Papers (1)

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Downloads 894 ( 32,420)

Currency Anomalies

Number of pages: 80 Posted: 26 Apr 2018 Last Revised: 20 Jul 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 680 (46,435)

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Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

31st Australasian Finance and Banking Conference 2018
Number of pages: 80 Posted: 30 Jul 2018 Last Revised: 20 Jul 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 113 (297,399)
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Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

Number of pages: 80 Posted: 01 Aug 2018 Last Revised: 20 Jul 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 52 (467,975)

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Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

Number of pages: 80 Posted: 13 Aug 2018 Last Revised: 20 Jul 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 49 (480,562)

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Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

CEPR Discussion Paper No. DP15653
Number of pages: 82 Posted: 11 Feb 2021 Last Revised: 14 May 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
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