Alain Chaboud - Central Bank Research Hub

Papers by year: All | 2009 | 2008 | 2007 | 2006

Title Other author(s)

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0980, 04.11.2009)

Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

Bank for International Settlements Working papers [View] (Paper: 249, 01.04.2008)

JEL: C22, G12

Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0905, 01.10.2007)

JEL: C22, G12

What Drives Volatility Persistence in the Foreign Exchange Market?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0862, 03.06.2006)

Papers by year: All | 2009 | 2008 | 2007 | 2006