Jerome Lahaye

Facultés Universitaires Notre-Dame de la Paix (FUNDP)

Rempart de la Vierge, 8

Namur 5000

Belgium

University of Namur

8 rempart de la vierge

Namur, 5000

Belgium

Catholic University of Louvain

34 Voie du Roman Pays

B-1348 Louvain-la-Neuve, b-1348

Belgium

SCHOLARLY PAPERS

2

DOWNLOADS

471

CITATIONS
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Top 13,803

in Total Papers Citations

27

Scholarly Papers (2)

1.

Jumps, Cojumps and Macro Announcements

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 34 Posted: 13 Oct 2008 Last Revised: 26 Aug 2009
Facultés Universitaires Notre-Dame de la Paix (FUNDP), French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) and Federal Reserve Bank of St. Louis - Research Division
Downloads 344 (66,677)
Citation 15

Abstract:

exchange rate, futures, bonds, realized volatility, bipower variation, jumps, macroeconomic announcement.

2.

Central Bank Intervention and Exchange Rate Volatility, its Continuous and Jump Components

FRB of St. Louis Working Paper No. 2006-031C
Number of pages: 37 Posted: 16 May 2006
University of Luxemburg, Facultés Universitaires Notre-Dame de la Paix (FUNDP), French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM), Federal Reserve Bank of St. Louis - Research Division and University of Maastricht - Department of Economics
Downloads 122 (176,049)
Citation 10

Abstract:

intervention, exchange rate, jumps, bi-power variation, volatility, central bank