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4. Evolution of Monetary Policy in the US: The Role of Asset Prices. (2014). Miller, Stephen M. ; Simo-Kengne, Beatrice D..
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1. On the intraday periodicity duration adjustment of high-frequency data. (2012). Wu, Zhengxiao.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:19:y:2012:i:2:p:282-291.

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2. Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index. (2010). Sariannidis, Nikolaos ; Litinas, Nicolaos ; Giannarakis, Grigoris ; Konteos, George.
   In: European Research Studies Journal.
   RePEc:ers:journl:v:xiii:y:2010:i:1:p:129-142.

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3. The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility. (2009). Laakkonen, Helinä ; Lanne, Markku.
   In: MPRA Paper.
   RePEc:pra:mprapa:23718.

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4. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Kathryn M. E. Dominguez, ; Panthaki, Freyan .
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12953.

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5. The Impact of Macroeconomic News on Exchange Rate Volatility. (2007). Laakkonen, Helinä.
   In: Finnish Economic Papers.
   RePEc:fep:journl:v:20:y:2007:i:1:p:23-40.

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6. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models. (2007). Benzoni, Luca ; Andersen, Torben.
   In: CREATES Research Papers.
   RePEc:aah:create:2007-25.

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7. A systematic modelling strategy for futures markets volatility. (2006). da Costa, Jose Sa ; Lopes, Jose Assis ; Carvalho, Ana Filipa .
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:16:y:2006:i:11:p:819-833.

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8. Price Impacts of Deals and Predictability of the Exchange Rate Movements. (2006). Ito, Takatoshi ; Hashimoto, Yuko.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12682.

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9. Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:12413.

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10. Intraday Linkages Across International Equity Markets. (2006). Hussain, Syed Mujahid ; Harju, Kari.
    In: Working Papers.
    RePEc:hhb:hanken:0516.

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11. Intraday Seasonalities and Macroeconomic News Announcements. (2006). Hussain, Mujahid ; Harju, Kari.
    In: Working Papers.
    RePEc:hhb:hanken:0512.

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12. Informed and strategic order flow in the bond markets. (2006). Vega, Clara ; Pasquariello, Paolo.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:874.

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13. The yield curve as a predictor and emerging economies. (2006). Mehl, Arnaud.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006691.

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14. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Andersson, Magnus ; Hansen, Lars Jul .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006631.

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15. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
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16. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11769.

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17. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
    In: NBER Working Papers.
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18. Do Currency Markets Absorb News Quickly?. (2005). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11041.

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19. CEE Banking Sector Co-Movement: Contagion or Interdependence?. (2005). lucey, brian ; Jokipii, Terhi.
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20. Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach. (2005). Zarate-Solano, Hector ; Rodríguez N., Norberto ; Julio, Juan ; Rodriguez, Norberto.
    In: Borradores de Economia.
    RePEc:col:000094:002605.

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21. Public information arrival and volatility persistence in financial markets. (2004). Janssen, Gust .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:10:y:2004:i:3:p:177-197.

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22. Exchange-rate uncertainty and workers remittances. (2004). Pozo, Susan ; Higgins, Matthew L. ; Hysenbegasi, Alketa.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:6:p:403-411.

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23. Trading collar, intraday periodicity and stock market volatility. (2004). Aradhyula, Satheesh ; Ergun, Tolga A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:13:p:909-913.

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24. Public information, private information, inventory control, and volatility of intraday NTD/USD exchange rates. (2004). Gau, Yin-Feng ; Hau, M..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:4:p:263-266.

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25. Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System. (2004). Ito, Takatoshi ; Hashi, Yuko.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10856.

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26. Volatility Comovement: A Multifrequency Approach. (2004). Fisher, Adlai ; Calvet, Laurent ; Thompson, Samuel B..
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0300.

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27. Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model. (2004). Dark, Jonathan.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2004-7.

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28. Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures. (2004). Dark, Jonathan.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2004-5.

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29. Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures. (2004). Dark, Jonathan.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2004-4.

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30. The Impact of the Japanese Banking Crisis on the Intraday FX Market. (2004). Hashimoto, Yuko.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:679.

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31. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004365.

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32. Equal size, equal role? Interdependence between the euro area and the United States. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004342.

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33. Equal size, equal role? Interest rate interdependence between the Euro area and the United States. (2003). Fratzscher, Marcel ; Ehrmann, Michael.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200346.

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34. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: NBER Working Papers.
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35. How is Macro News Transmitted to Exchange Rates?. (2003). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
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36. Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-27.

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37. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-23.

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38. Macro Surprises And Short-Term Behaviour In Bond Futures. (2002). DURENARD, Eugene .
    In: CIRANO Working Papers.
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39. What can we learn about monetary policy transparency from financial market data?. (2001). Courtenay, Roger ; Clare, Andrew.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4152.

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40. Realised power variation and stochastic volatility models. (2001). Shephard, Neil.
    In: Economics Papers.
    RePEc:nuf:econwp:0118.

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41. Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil.
    In: Economics Papers.
    RePEc:nuf:econwp:0104.

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42. FX Trading and Exchange Rate Dynamics. (2001). Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8116.

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43. Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes. (2001). Courtenay, Roger ; Clare, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:125.

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44. How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?. (2000). Marsh, Ian ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7524.

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45. Support for resistance: technical analysis and intraday exchange rates. (2000). Osler, Carol.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2000:i:jul:p:53-68:n:v.6no.2.

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46. Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting. (1999). Salih, Aslihan ; Salman, Ferhan.
    In: Working Papers.
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47. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
    In: NBER Working Papers.
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48. Order Flow and Exchange Rate Dynamics. (1999). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
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49. Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market. (1999). Lopez, Jose ; Fleming, Michael.
    In: Working Papers in Applied Economic Theory.
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50. How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?. (1999). Marsh, Ian ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2230.

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