SSRN Electronic Journal · 2002 · 362 citations · 44 references
Social SciencesEconomicsFinanceFinancial EconomicsMacroeconomicsMonetary EconomicsExchange Rate DeterminationForeign Exchange MarketsInformation EconomicsMonetary PolicyPrice DiscoveryAsymmetric Price DiscoveryHigh-frequency Price DiscoveryMarket Reaction To InformationPrice Discovery Across MarketsPrice Discovery AnalysisPrice Discovery ModelsReal Exchange Rate DeterminationSign Effect
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Empirical exchange rate models of the seventies
Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations
Social Sciences, Economics, Finance +12
The distribution of realized stock return volatility
Torben G. Andersen · Journal of Financial Economics · 2001 · 2.4K citations
The Distribution of Realized Exchange Rate Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold et al. · Journal of the American Statistical Association · 2001 · 2.2K citations