Alain Chaboud

Alain Chaboud

US Federal Reserve Board - Washington / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 4613774
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person_outline Alain Chaboud's MOST POPULAR ARTICLES
1-) Rise of the machines: Algorithmic trading in the foreign exchange marketAP Chaboud, B Chiquoine, E Hjalmarsson, C VegaThe Journal of Finance 69 (5), 2045-2084, 20148342014
2-) Order flow and exchange rate dynamics in electronic brokerage system dataDW Berger, AP Chaboud, SV Chernenko, E Howorka, JH WrightJournal of international Economics 75 (1), 93-109, 20082742008
3-) Uncovered interest parity: it works, but not for longAP Chaboud, JH WrightJournal of international economics 66 (2), 349-362, 20052662005
4-) What can the data tell us about carry trades in Japanese yen?J Gagnon, A ChaboudFRB International Finance Discussion Paper, 20071632007
5-) What drives volatility persistence in the foreign exchange market?D Berger, A Chaboud, E HjalmarssonJournal of Financial Economics 94 (2), 192-213, 20091362009