K. M. Dominguez
Economics and Econometrics · 2006
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 13 citations into it; #16,873 of 23,481 by trust here, #20,008 by citations
- Finance — 12 citations into it; #7,802 of 10,518 by trust here, #8,598 by citations
Whom K. M. Dominguez trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Christopher J. Neely
- Torben G. Andersen
- Mark P. Taylor
- Richard K. Lyons
- Luc Bauwens
- Tim Bollerslev
- Richard Payne
- Takatoshi Ito
- O. R. D. Medeiros
- Marcel Fratzscher
Who trusts K. M. Dominguez overall
Papers from K. M. Dominguez's perspective
Ordered by how strongly the researchers K. M. Dominguez trusts endorse each paper. Same corpus, a different order for every researcher.
- The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits
- News Announcements, Market Activity and Volatility in the Euro/Dollar Foreign Exchange Market
- A Reality Check for Data Snooping
- Generalized autoregressive conditional heteroskedasticity
- Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
- The Impact of Monetary Policy on Asset Prices
- MODELING AND FORECASTING REALIZED VOLATILITY
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Non‐linear Time Series Models in Empirical Finance
- Long Memory and Regime Switching