Edward Howorka

EBS Group Limited

10 Paternoster Square

London EC4M 7DY

United Kingdom

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SCHOLARLY PAPERS

5

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1,651

SSRN CITATIONS
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in Total Papers Citations

55

CROSSREF CITATIONS

29

Scholarly Papers (5)

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1.

The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market

Number of pages: 42 Posted: 01 Dec 2004
Alain Chaboud, Sergey Chernenko, Edward Howorka, Raj S.K. Iyer, David Liu and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 717 (66,713)
Citation 30

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Foreign exchange, trading volume, news announcements, high-frequency data, conditional mean, conditional volatility

2.

Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data

FRB International Finance Discussion Paper No. 830
Number of pages: 35 Posted: 25 Apr 2005
David W. Berger, Alain Chaboud, Sergey Chernenko, Edward Howorka, Raj S.K. Iyer, David Liu and Jonathan H. Wright
U.S. Board of Governors of the Federal Reserve System - Division of International Finance, Board of Governors of the Federal Reserve System, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 319 (174,799)
Citation 33

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order flow, foreign exchange, high-frequency data, news announcements

3.

What Drives Volatility Persistence in the Foreign Exchange Market?

FRB International Finance Discussion Paper No. 862
Number of pages: 56 Posted: 07 Jun 2006
David W. Berger, Alain Chaboud, Erik Hjalmarsson and Edward Howorka
U.S. Board of Governors of the Federal Reserve System - Division of International Finance, Board of Governors of the Federal Reserve System, University of Gothenburg - Centre for Finance and EBS Group Limited
Downloads 275 (204,036)
Citation 12

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Volatility persistence, news sensitivity, exchange rates, long memory

4.

Transmission of Volatility and Trading Activity in the Global Interdealer Foreign Exchange Market: Evidence from Electronic Broking Services (Ebs) Data

FEDS Working Paper No. 863
Number of pages: 39 Posted: 27 Jun 2006
Fang Cai, Jon Wongswan and Edward Howorka
Board of Governors of the Federal Reserve System, Phatra Securities and EBS Group Limited
Downloads 196 (282,133)
Citation 1

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Exchange rate, volatility, trading volume, high-frequency data

5.

Informational Linkages Across Trading Regions: Evidence from Foreign Exchange Markets

Number of pages: 47 Posted: 08 Mar 2007
Fang Cai, Edward Howorka and Jon Wongswan
Board of Governors of the Federal Reserve System, EBS Group Limited and Phatra Securities
Downloads 144 (367,778)
Citation 2

Abstract:

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exchange rate, volatility, trading activity, trading volume, order flow, high-frequency data