Containing three essays on the intraday dynamics of the foreign exchange market, the dissertation highlights the role of higher-moments in improving the forecasting ability of exchange rates models while contributing to the literature through the identification of new calendar anomalies in the currency market which has implications for regulators and investors.
Field of Research
150201 - Finance 34% 140210 - International Economics and International Finance 33% 150202 - Financial Econometrics 33%
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