Fordham University            The Jesuit University of New York
 


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JEROME LAHAYE




Journal Articles

Do jumps mislead FX markets?, with Gnabo J.-Y., Laurent S., Lecourt C., Quantitative Finance, 12(10), pp. 1521-1532, 2012.

Jumps, cojumps and macro announcements, with S. Laurent and C. J. Neely, Journal of Applied Econometrics, 26(6). pp. 893-921, 2011.


 


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