Browse by authors
Alain P. Chaboud
- Rise of the machines: algorithmic trading in the foreign exchange market
by Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2009 - What can the data tell us about carry trades in Japanese yen?
by Joseph E. Gagnon & Alain P. Chaboud in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2007 - Trading activity and exchange rates in high-frequency EBS data
by Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2007 - Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
by Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Mico Loretan in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2007 - What drives volatility persistence in the foreign exchange market?
by David W. Berger & Alain P. Chaboud & Erik Hjalmarsson & Edward Howorka in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2006 - Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data
by David W. Berger & Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Jonathan H. Wright in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2006 - An assessment of the impact of Japanese foreign exchange intervention: 1991-2004
by Alain P. Chaboud & Owen F. Humpage in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2005 - The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange mar
by Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Raj S. Krishnasami Iyer & David Liu & Jonathan H. Wright in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2004 - Uncovered interest parity: it works, but not for long
by Alain P. Chaboud & Jonathan H. Wright in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), 2003 - An analysis of Japanese foreign exchange interventions, 1991-2002
by Alain P. Chaboud & Owen F. Humpage in Working Paper, Federal Reserve Bank of Cleveland, 2003
