Deniz Erdemlioglu

  • 16 Citations
  • 2 h-Index
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  • 2 Similar Profiles
Jump Business & Economics
Uncertainty Business & Economics
Euro area Business & Economics
Communication Business & Economics
Authority Business & Economics
Exchange rates Business & Economics
Announcement Business & Economics
Asset prices Business & Economics

Projects 2005 2007

Research Output 2013 2014

  • 16 Citations
  • 2 h-Index
  • 1 Chapter
  • 1 Article
  • 1 Other contribution

High frequency jumps responses of asset prices on FX announcements and oral interventions

Lecourt, C., Erdemlioglu, D. & Dewachter, H., 2014, (Accepted/In press) Journal of International Money and Finance.

Research output: Other contribution

Asset prices
Euro area

The intra-day impact of communication on euro-dollar volatility and jumps

Dewachter, H., Erdemlioglu, D., Gnabo, J. Y. & Lecourt, C., 1 May 2014, In : Journal of International Money and Finance. 43, p. 131-154 24 p.

Research output: Contribution to journalArticle

Exchange rates

Econometric modeling of exchange rate volatility and jumps

Erdemlioglu, D., Laurent, S. & Neely, C. J., 30 Apr 2013, Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing, p. 373-427 55 p.

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter


Essays on Intraday Exchange Rate Dynamics

Author: Erdemlioglu, D., 14 Mar 2013

Supervisor: Lecourt, C. (Supervisor), Dewachter, H. (External person) (Supervisor), Reding, P. (President), Giot, P. (Jury) & LAURENT, S. (External person) (Jury)

Student thesis: Doc typesDoctor of Economics and Business Management