Noise trading and autocorrelation interactions in the foreign exchange market: Evidence from developed and emerging economies

Nikiforos Laopodis

Journal of Economics and Finance, 2008, vol. 32, issue 3, 293 pages

Keywords: Noise trading; Autocorrelation; GARCH; Asymmetry; Exchange rate; F31; F37; C32 (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s12197-007-9018-y

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