Sigridur Benediktsdottir

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

3

DOWNLOADS

348

SSRN CITATIONS
Rank 33,107

SSRN RANKINGS

Top 33,107

in Total Papers Citations

2

CROSSREF CITATIONS

20

Scholarly Papers (3)

1.

An Empirical Analysis of Specialist Trading Behavior at the New York Stock Exchange

FRB International Finance Discussion Paper No. 876
Number of pages: 32 Posted: 22 Dec 2006
Sigridur Benediktsdottir
Board of Governors of the Federal Reserve System
Downloads 236 (142,057)
Citation 1

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Market microstructure, Specialist, NYSE, Market maker

2.

Exchange Rates Dependence: What Drives It?

FRB International Finance Discussion Paper No. 969
Number of pages: 49 Posted: 16 Jun 2009
Chiara Scotti and Sigridur Benediktsdottir
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 107 (275,861)
Citation 6

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Copula, bivariate distributions, t-GARCH models, correlation, upper/lower tail

3.

Lessons from a Collapse of a Financial System

Economic Policy, Vol. 26, Issue 66, pp. 183-231, 2011
Number of pages: 49 Posted: 04 Apr 2011
Sigridur Benediktsdottir, Jon Danielsson and Gylfi Zoega
Board of Governors of the Federal Reserve System, London School of Economics - Systemic Risk Centre and University of Iceland
Downloads 5 (670,313)
Citation 2
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