Access Statistics for Deniz Erdemlioglu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric modeling of exchange rate volatility and jumps 0 0 1 280 2 2 14 831
Mind Your Language: Market Responses to Central Bank Speeches 0 0 2 51 0 7 65 134
Testing for Multi-Asset Systemic Tail Risk 0 0 1 38 2 5 40 75
The intra-day impact of communication on euro-dollar volatility and jumps 0 1 1 38 0 1 8 91
Which continuous-time model is most appropriate for exchange rates? 0 0 0 73 2 2 9 185
Which continuous-time model is most appropriate for exchange rates? 0 0 0 0 1 1 7 52
Total Working Papers 0 1 5 480 7 18 143 1,368


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Informativeness of trade size in foreign exchange markets 1 1 1 13 2 3 16 82
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 1 16 1 1 10 112
The intra-day impact of communication on euro-dollar volatility and jumps 0 1 1 43 0 2 13 196
Which continuous-time model is most appropriate for exchange rates? 0 0 0 8 2 2 9 134
Total Journal Articles 1 2 3 80 5 8 48 524


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric modeling of exchange rate volatility and jumps 0 0 0 26 3 5 23 130
Total Chapters 0 0 0 26 3 5 23 130


Statistics updated 2026-11-12