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subject:"Währungsderivat"
~isPartOf:"Journal of financial markets"
~subject:"Exchange rate"
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Währungsderivat
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Melvin, Michael
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Journal of financial markets
Journal of international money and finance
57
NBER working paper series
41
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38
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37
Journal of international financial markets, institutions & money
35
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Journal of multinational financial management
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Tales of tails : jumps in currency markets
Lee, Suzanne S.
;
Wang, Minho
- In:
Journal of financial markets
48
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
Saved in:
2
Retaining alpha : the effect of trade size and rebalancing frequency on FX strategy returns
Melvin, Michael
;
Pan, Wenqiang
;
Wikstrom, Petra
- In:
Journal of financial markets
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013536260
Saved in:
3
Agreeing on disagreement : heterogeneity or uncertainty?
Ellen, Saskia ter
;
Verschoor, Willem F. C.
;
Zwinkels, …
- In:
Journal of financial markets
44
(
2019
),
pp. 17-30
Persistent link: https://www.econbiz.de/10012316327
Saved in:
4
Do co-jumps impact correlations in currency markets?
Barunik, Jozef
;
Vacha, Lukas
- In:
Journal of financial markets
37
(
2018
),
pp. 97-119
Persistent link: https://www.econbiz.de/10012001025
Saved in:
5
Equity hedging and exchange rates at the London 4 pm fix
Melvin, Michael
;
Prins, John
- In:
Journal of financial markets
22
(
2015
),
pp. 50-72
Persistent link: https://www.econbiz.de/10011332867
Saved in:
6
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard
;
Chang, Sanders S.
- In:
Journal of financial markets
14
(
2011
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
Saved in:
7
Profits and speculation in intra-day foreign exchange trading
Mende, Alexander
;
Menkhoff, Lukas
- In:
Journal of financial markets
9
(
2006
)
3
,
pp. 223-245
Persistent link: https://www.econbiz.de/10003357659
Saved in:
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