Long memory volatility dependency, temporal aggregation and the Korean currency crisis: the role of a high frequency Korean won (KRW)–US dollar ($) exchange rate

The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Communication

10.2139/ssrn.1016924 ◽

2007 ◽

Cited By ~ 4

Author(s):

Christian Conrad ◽

Michael J. Lamla

Keyword(s):

Exchange Rate ◽

Frequency Response ◽

High Frequency ◽

Dollar Exchange Rate ◽

High Frequency Response ◽

Long Memory and Volatility Dynamics in the US Dollar Exchange Rate

10.2139/ssrn.1596083 ◽

2010 ◽

Author(s):

Guglielmo Maria Caporale ◽

Luis A. Gil-Alana

Keyword(s):

Exchange Rate ◽

Long Memory ◽

Dollar Exchange Rate ◽

The Us ◽

Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators

International Journal of Financial Studies ◽

10.3390/ijfs6030061 ◽

2018 ◽

Vol 6 (3) ◽

pp. 61 ◽

Cited By ~ 3

Author(s):

Jia Liao ◽

Yu Shi ◽

Xiangyun Xu

Keyword(s):

Exchange Rate ◽

Crude Oil ◽

Oil Prices ◽

Time Varying ◽

Dollar Exchange Rate ◽

Crude Oil Prices ◽

The Us ◽

Long Memory and Fractional Integration in High Frequency Data on the US Dollar/British Pound Spot Exchange Rate

10.2139/ssrn.2264175 ◽

2013 ◽

Cited By ~ 2

Author(s):

Guglielmo Maria Caporale ◽

Luis A. Gil-Alana

Keyword(s):

Exchange Rate ◽

Long Memory ◽

High Frequency ◽

Fractional Integration ◽

High Frequency Data ◽

Frequency Data ◽

The Us ◽

Spot Exchange Rate ◽

Long Memory and Fractional Integration in High Frequency Data on the US Dollar/British Pound Spot Exchange Rate

10.2139/ssrn.2261667 ◽

2013 ◽

Author(s):

Guglielmo Maria Caporale ◽

Luis A. Gil-Alana

Keyword(s):

Exchange Rate ◽

Long Memory ◽

High Frequency ◽

Fractional Integration ◽

High Frequency Data ◽

Frequency Data ◽

The Us ◽

Spot Exchange Rate ◽

Long-memory in high-frequency exchange rate volatility under temporal aggregation

Quantitative Finance ◽

10.1080/14697680601150699 ◽

2008 ◽

Vol 8 (3) ◽

pp. 251-261 ◽

Cited By ~ 2

Author(s):

David G. Mcmillan ◽

Alan E. H. Speight

Keyword(s):

Exchange Rate ◽

Long Memory ◽

High Frequency ◽

Exchange Rate Volatility ◽

Temporal Aggregation

Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate

International Review of Financial Analysis ◽

10.1016/j.irfa.2013.03.011 ◽

2013 ◽

Vol 29 ◽

pp. 1-9 ◽

Cited By ~ 16

Author(s):

Guglielmo Maria Caporale ◽

Luis A. Gil-Alana

Keyword(s):

Exchange Rate ◽

Long Memory ◽

High Frequency ◽

Fractional Integration ◽

High Frequency Data ◽

Frequency Data ◽

The Us ◽

Spot Exchange Rate ◽

Long Memory and Volatility Dynamics in the US Dollar Exchange Rate

Multinational Finance Journal ◽

10.17578/16-1/2-5 ◽

2012 ◽

Vol 16 (1/2) ◽

pp. 105-136

Author(s):

Guglielmo Maria Caporale ◽

◽

Luis Gil-Alana ◽

Keyword(s):

Exchange Rate ◽

Long Memory ◽

Dollar Exchange Rate ◽

The Us ◽

Estimating long memory in the mark–dollar exchange rate with high frequency data

Applied Financial Economics Letters ◽

10.1080/17446540600690110 ◽

2006 ◽

Vol 2 (6) ◽

pp. 361-364 ◽

Cited By ~ 2

Author(s):

Claudio Morana

Keyword(s):

Exchange Rate ◽

Long Memory ◽

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Dollar Exchange Rate

Bitcoin Sentiment Index, Performance and US Dollar Exchange Rate

10.2139/ssrn.3597331 ◽

2020 ◽

Author(s):

Ishfaque Ahmed Soomro ◽

Suresh Kumar Oad Rajput ◽

Najma Ali

Keyword(s):

Exchange Rate ◽

Dollar Exchange Rate ◽