Dynamic information spillovers in intraregionally-focused spot and forward currency markets
Year of publication: |
March 2017
|
---|---|
Authors: | Wang, Xi ; Yang, Jiao-Hui ; Wang, Kai-Li ; Fawson, Christopher |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 71.2017, p. 78-110
|
Subject: | Regionally differentiated cross-currency effects | DF and NDF currency markets | Term structure | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Zinsstruktur | Yield curve | Theorie | Theory | Spillover-Effekt | Spillover effect | Wechselkurs | Exchange rate |
-
Clarida, Richard H., (1993)
-
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard, (2011)
-
The role of endogenous uncertainty in the forward discount bias
Wilkes Black, Stanley, (2008)
- More ...
-
Yang, Jiao-Hui, (2018)
-
Wang, Kai-Li, (2014)
-
Wang, Kai-Li, (2002)
- More ...