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accessRights:"restricted"
~subject:"Estimation"
~subject:"Market microstructure"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Estimation
Market microstructure
Devisenmarkt
671
Foreign exchange market
671
Exchange rate
353
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352
Volatility
236
Volatilität
236
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186
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183
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159
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Gau, Yin-feng
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3
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3
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Xuan Vinh Vo
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Anifowose Daniel Abolaji
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2
Lee, Suzanne S.
2
Lucey, Brian M.
2
Marsh, Ian
2
Mauch, Matthias
2
Mohd Edil Abd Sukor
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Journal of international money and finance
26
International review of financial analysis
13
Journal of international financial markets, institutions & money
11
Finance research letters
10
Economic modelling
8
International review of economics & finance : IREF
8
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International journal of finance & economics : IJFE
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Asia-Pacific financial markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Global business review
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
1
African journal of business and economic research : AJBER
1
African journal of economic and management studies : AJEMS
1
Annals of financial economics
1
Applied mathematical finance
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Crises and Uncertainty in the Economy
1
Decision : official journal of Indian Institute of Management Calcutta
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ECONIS (ZBW)
229
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1
The forward premium anomaly and the currency carry trade hypothesis
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 203-218
Persistent link: https://www.econbiz.de/10014631499
Saved in:
2
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
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3
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
4
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
5
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
6
Nominal exchange rates and heterogeneous beliefs
Croitoru, Benjamin
;
Jiao, Feng
;
Lu, Lei
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015051215
Saved in:
7
A span of continuous trades and liquidity dynamics in foreign exchange markets
Chien, Chih-Chung
;
Chen, Shikuan
;
Chang, Ming-Jen
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 144-168
Persistent link: https://www.econbiz.de/10014253161
Saved in:
8
Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data
Sibande, Xolani
;
Gupta, Rangan
;
Demirer, Rıza
;
Bouri, Elie
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10013547854
Saved in:
9
The foreign exchange market
Chaboud, Alain
;
Rime, Dagfinn
;
Sushko, Vladyslav
- In:
Research handbook of financial markets
,
(pp. 253-275)
.
2023
Persistent link: https://www.econbiz.de/10014331062
Saved in:
10
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
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