Do Financial Market Variables Show Indicator Properties Relative to Exchange Rate Returns?
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Bibliographic InfoArticle provided by Springer in its journal Review of World Economics.
Volume (Year): 142 (2006)
Issue (Month): 1 (April)
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More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Stephen Morris & Hyun Song Shin, 2004.
"Liquidity Black Holes,"
Review of Finance,
Springer, vol. 8(1), pages 1-18.
- Hyun Song Shin & Stephen Morris, 2004. "Liquidity Black Holes," Econometric Society 2004 North American Winter Meetings 620, Econometric Society.
- Stephen Morris & Hyun Song Shin, 2004. "Liquidity Black Holes," Yale School of Management Working Papers ysm425, Yale School of Management.
- Hyun Song Shin & Stephen Morris, 2004. "Liquidity Black Holes," Econometric Society 2004 North American Winter Meetings 644, Econometric Society.
- Stephen Morris & Hyun Song Shin, 2003. "Liquidity Black Holes," Cowles Foundation Discussion Papers 1434, Cowles Foundation for Research in Economics, Yale University.
- Hau, Harald & Rey, Hélène, 2003.
"Exchange Rates, Equity Prices and Capital Flows,"
CEPR Discussion Papers
3735, C.E.P.R. Discussion Papers.
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
- Jorion, Philippe, 1995. " Predicting Volatility in the Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 50(2), pages 507-28, June.
- Robin Brooks & Torsten SlÃ¸k & Manmohan S. Kumar & Hali J. Edison, 2001.
"Exchange Rates and Capital Flows,"
IMF Working Papers
01/190, International Monetary Fund.
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