Central bank intervention and the volatility of foreign exchange rates: evidence from the options market

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

Target Zones and Exchange Rate Dynamics

Paul Krugman · The Quarterly Journal of Economics · 1991 · 1.1K citations

Social Sciences, Economics, Financial Economics +15

Efficient Analytic Approximation of American Option Values

Giovanni Barone‐Adesi, Robert E. Whaley · The Journal of Finance · 1987 · 1.1K citations

Business, Finance, Commodity Markets +14

How Markets Process Information: News Releases and Volatility

Louis H. Ederington, Jaeha Lee · The Journal of Finance · 1993 · 989 citations

Business, Economics, Finance +14

Predicting Volatility in the Foreign Exchange Market

Philippe Jorion · The Journal of Finance · 1995 · 698 citations

Business, Economics, Finance +17