Intervention strategies and exchange rate volatility: a noise trading perspective

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

The Noise Trader Approach to Finance

1990 • 1,576 citations

Foreign currency option values

1983 • 1,077 citations

The dynamics of exchange rate volatility: A multivariate latent factor ARCH model

1989 • 778 citations

Tests of microstructural hypotheses in the foreign exchange market

1995 • 559 citations

The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach

1993 • 474 citations

Standard deviations implied in option prices as predictors of future stock price variability

1981 • 388 citations

The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982

1993 • 373 citations

Does foreign exchange intervention work?

1995 • 310 citations

Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market

1997 • 250 citations

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

1996 • 248 citations

Technical Analysis Explained: The Successful Investor's Guide to Spotting Investment Trends and Turning Points

1985 • 197 citations

Central Bank Forex internvention assessed in continous time

1993 • 81 citations

The accuracy of reports of foreign exchange intervention

1993 • 70 citations

Tests of the foreign exchange risk premium using the expected second moments implied by option pricing

1988 • 38 citations

Foreign Currency Operations: An Annotated Bibliography

1990 • 19 citations

Foreign currency operations: an annotated bibliography

1990 • 18 citations

Noise trading and the effectiveness of sterilized foreign exchange intervention

1991 • 16 citations

The effectiveness of sterilized U.S. foreign exchange intervention, an empirical study based on the noise trading approach

1991 • 5 citations

Deleted Work

1955 • 0 citations