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Jumps in equilibrium prices and asymmetric news in foreign exchange markets

Imane El Ouadghiri Remzi Uctum 1
1 EconomiX
Abstract : Forthcoming
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Journal articles
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https://hal-univ-paris10.archives-ouvertes.fr/hal-01386027
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 3:44:27 PM
Last modification on : Monday, December 7, 2020 - 5:14:07 PM

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  • HAL Id : hal-01386027, version 1

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CNRS | UNIV-PARIS10 | ECONOMIX | UNIV-PARIS-LUMIERES

Citation

Imane El Ouadghiri, Remzi Uctum. Jumps in equilibrium prices and asymmetric news in foreign exchange markets. Economic Modelling, Elsevier, 2016, 54, pp.218 - 234. ⟨hal-01386027⟩

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