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Alain Chaboud
Alain Chaboud
Principal Economist, Federal Reserve Board
Verified email at frb.gov
Title
Cited by
Cited by
Year
Rise of the machines: Algorithmic trading in the foreign exchange market
AP Chaboud, B Chiquoine, E Hjalmarsson, C Vega
The Journal of Finance 69 (5), 2045-2084, 2014
9292014
Order flow and exchange rate dynamics in electronic brokerage system data
DW Berger, AP Chaboud, SV Chernenko, E Howorka, JH Wright
Journal of international Economics 75 (1), 93-109, 2008
2842008
Order flow and exchange rate dynamics in electronic brokerage system data
DW Berger, AP Chaboud, SV Chernenko, E Howorka, JH Wright
Journal of international Economics 75 (1), 93-109, 2008
2842008
Uncovered interest parity: it works, but not for long
AP Chaboud, JH Wright
Journal of international economics 66 (2), 349-362, 2005
2622005
Uncovered interest parity: it works, but not for long
AP Chaboud, JH Wright
Journal of international economics 66 (2), 349-362, 2005
2622005
What can the data tell us about carry trades in Japanese yen?
J Gagnon, A Chaboud
FRB International Finance Discussion Paper, 2007
1642007
What drives volatility persistence in the foreign exchange market?
D Berger, A Chaboud, E Hjalmarsson
Journal of Financial Economics 94 (2), 192-213, 2009
1322009
The high-frequency effects of US macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market
A Chaboud, S Chernenko, E Howorka, RSK Iyer, D Liu, JH Wright
Available at SSRN 625181, 2004
912004
An assessment of the impact of Japanese foreign exchange intervention: 1991-2004
A Chaboud, O Humpage
FRB International Finance discussion paper, 03-09, 2005
652005
Foreign‐Exchange Trading Volume and Federal Reserve Intervention
A Chaboud, B LeBaron
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2001
542001
Trading activity and macroeconomic announcements in high-frequency exchange rate data
AP Chaboud, SV Chernenko, JH Wright
Journal of the European Economic Association 6 (2-3), 589-596, 2008
532008
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
AP Chaboud, B Chiquoine, E Hjalmarsson, M Loretan
Journal of Empirical Finance 17 (2), 212-240, 2010
402010
Foreign exchange markets in the 1990s: intraday market volatility and the growth of electronic trading
A Chaboud, S Weinberg
BIS Papers 12, 138-147, 2002
262002
Trading activity and exchange rates in high-frequency EBS data
A Chaboud, S Chernenko, JH Wright
FRB International Finance Discussion Paper, 2007
242007
Trading activity and exchange rates in high-frequency EBS data
A Chaboud, S Chernenko, JH Wright
FRB International Finance Discussion Paper, 2007
242007
The evolution of price discovery in an electronic market
A Chaboud, E Hjalmarsson, F Zikes
Journal of Banking & Finance 130, 106171, 2021
212021
An analysis of Japanese foreign exchange interventions
AP Chaboud, OF Humpage
Federal Reserve Bank of Cleveland Working Paper, 2003
172003
The global dash for cash: Why sovereign bond market functioning varied across jurisdictions in March 2020
J Barone, A Chaboud, AM Copeland, C Kavoussi, FM Keane, S Searls
Economic Policy Review 29 (3), 1-29, 2023
82023
12. The foreign exchange market1
A Chaboud, D Rime, V Sushko
Research Handbook of Financial Markets, 253, 2023
82023
What makes HFT tick
AP Chaboud, A Dao, C Vega
Tick size changes and information advantage in a market with fast and slow …, 2021
8*2021
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