Wilhelm-Epstein-Str. 14
60431 Frankfurt
Germany
German Federal Bank - Economics Department
SSRN RANKINGS
in Total Papers Citations
Foreign exchange, market microstructure, end-user order flow
exchange rate, heterogeneous agents, target zones
foreign exchange, market microstructure, pricing behavior
Oil price, survey data, forecast bias, peso problem
foreign exchange intervention, coordination channel, market microstructure, nonlinear mean reversion
Exchange rate, heterogeneous agents, target zones
oil price dynamics, endogenous bubbles, STR GARCH model