David W. Berger

U.S. Board of Governors of the Federal Reserve System - Division of International Finance

20th St. and Constitution Ave.

Washington, DC 20551

United States

SCHOLARLY PAPERS

2

DOWNLOADS

528

SSRN CITATIONS
Rank 27,067

SSRN RANKINGS

Top 27,067

in Total Papers Citations

15

CROSSREF CITATIONS

18

Scholarly Papers (2)

1.

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
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 281 (129,754)
Citation 33

Abstract:

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

2.

What Drives Volatility Persistence in the Foreign Exchange Market?

FRB International Finance Discussion Paper No. 862
Number of pages: 56 Posted: 07 Jun 2006
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 247 (147,958)
Citation 12

Abstract:

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Volatility persistence, news sensitivity, exchange rates, long memory