Sébastien Laurent - Central Bank Research Hub
| Title | Other author(s) |
|---|---|
Which continuous-time model is most appropriate for exchange rates?St Louis Fed Working Papers [View] (Paper: 2013-024, 17.08.2013) |
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Econometric Modeling of Exchange Rate Volatility and JumpsSt Louis Fed Working Papers [View] (Paper: 2012-008, 04.04.2012) |
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Jumps, Cojumps and Macro AnnouncementsSt Louis Fed Working Papers [View] (Paper: 2007-032, 29.08.2007) |
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Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump ComponentsSt Louis Fed Working Papers [View] (Paper: 2006-031, 09.05.2006) |