Do Financial Market Variables Show Indicator Properties Relative to Exchange Rate Returns?
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Volume (Year): 142 (2006)
Issue (Month): 1 (April)
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References listed on IDEAS
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.
- 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 620, Econometric Society.
- Stephen Morris & Hyun Song Shin, 2003. "Liquidity Black Holes," Cowles Foundation Discussion Papers 1434, Cowles Foundation for Research in Economics, Yale University.
- Hyun Song Shin & Stephen Morris, 2004. "Liquidity Black Holes," Econometric Society 2004 North American Winter Meetings 644, Econometric Society.
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
- Robin Brooks & Hali Edison & Manmohan S. Kumar & Torsten Sløk, 2004.
"Exchange Rates and Capital Flows,"
European Financial Management,
European Financial Management Association, vol. 10(3), pages 511-533.
- Harald Hau & Helene Rey, 2002.
"Exchange Rate, Equity Prices and Capital Flows,"
NBER Working Papers
9398, National Bureau of Economic Research, Inc.
- Jorion, Philippe, 1995. " Predicting Volatility in the Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 50(2), pages 507-28, June.
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