Update: Working Paper 4/2020
Update on SEACEN Working Paper 4/2022 co-authored by Dr. Mangal Goswami, Dr. Victor Pontines and Mr. Yassier Mohammed A revised version of SEACEN Working Paper No. 04/2022 co-authored by Dr. Mangal Goswami, Dr. Victor Pontines and Mr. Yassier Mohammed, is now accepted for publication at the International Review of Financial Analysis published by Elsevier. Using high-frequency, proprietary…