Tales of tails: Jumps in currency markets Article

Lee, Suzanne S, Wang, Minho. (2020). Tales of tails: Jumps in currency markets . JOURNAL OF FINANCIAL MARKETS, 48 10.1016/j.finmar.2019.05.002

cited authors

  • Lee, Suzanne S; Wang, Minho

sustainable development goals

authors

publication date

  • March 1, 2020

published in

keywords

  • ANNOUNCEMENTS
  • Business & Economics
  • Business, Finance
  • COJUMPS
  • EFFICIENCY
  • EXCHANGE-RATES
  • General jump regression
  • High-frequency exchange rate data
  • INTRADAY
  • Jump prediction
  • Jump-robust carry trade
  • PATTERNS
  • RISK
  • Social Sciences
  • VOLATILITY MODELS

Digital Object Identifier (DOI)

publisher

  • ELSEVIER

volume

  • 48