Twice a day or continuously? Observation frequency and inference on foreign exchange volatility persistence
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- Andreas Fischer, 2003.
"Reuters News Reports versus Official Interventions: A Cautionary Warning,"
03.06, Swiss National Bank, Study Center Gerzensee.
- Fischer, Andreas M, 2004. "Reuters News Reports versus Official Interventions: The Inaccuracy of Reuters Reports for Swiss Interventions," CEPR Discussion Papers 4359, C.E.P.R. Discussion Papers.
- Ibrahim Chowdhury & Lucio Sarno, 2004. "Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5-6), pages 759-793.
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