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type_genre:"Nachschlagewerk"
~person:"Baba, Naohiko"
~person:"Chan, Kam C."
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Currency derivative"
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Currency derivative
11
Währungsderivat
11
Financial crisis
5
Finanzkrise
5
US dollar
5
US-Dollar
5
USA
4
United States
4
1977-1987
3
Foreign exchange reserves
3
Pfund Sterling
3
Pound Sterling
3
Spillover effect
3
Spillover-Effekt
3
Währungsreserven
3
ARCH model
2
ARCH-Modell
2
Deutsche Mark
2
Estimation
2
Euro
2
Exchange rate policy
2
Geldmarkt
2
Interest rate parity
2
International financial market
2
Internationaler Finanzmarkt
2
Money market
2
Probability theory
2
Schweizer Franken
2
Schätzung
2
South Korea
2
Swap
2
Swiss franc
2
Südkorea
2
Wahrscheinlichkeitsrechnung
2
Wechselkurspolitik
2
Welt
2
World
2
Yen
2
Zinsparität
2
1990-2004
1
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11
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Nachschlagewerk
Article in journal
Aufsatz im Buch
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Aufsatz in Zeitschrift
10
Arbeitspapier
5
Graue Literatur
5
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5
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5
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English
11
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Baba, Naohiko
Chan, Kam C.
Broll, Udo
29
Wahl, Jack E.
12
Kit, Pong Wong
10
Tucker, Alan L.
10
Baillie, Richard
9
Taylor, Mark P.
9
Zilcha, Itzhak
9
Ghosh, Dilip K.
8
Tse, Yiuman
8
Fung, Hung-gay
7
Lien, Da-hsiang Donald
7
Peel, David
7
Simpson, Marc W.
7
Wolff, Christiaan Cornelis Petrus
7
Boucher Breuer, Janice
6
MacDonald, Ronald
6
McCurdy, Thomas H.
6
McMahon, Patrick C.
6
Batten, Jonathan A.
5
Bhargava, Vivek
5
Chesney, Marc
5
Cho, Dooyeon
5
Cifarelli, Giulio
5
Herbst, Anthony F.
5
Kumar, Satish
5
Maynard, Alex
5
Moore, Michael J.
5
Moosa, Imad A.
5
Morgan, Ieuan G.
5
Ngama, Yerima Lawan
5
Parhizgari, Ali M.
5
Pippenger, John E.
5
Röthig, Andreas
5
Shastri, Kuldeep
5
Tandon, Kishore
5
Taylor, Stephen
5
Barkoulas, John T.
4
Caples, Stephen C.
4
Cavaglia, Stefano M.
4
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Journal of banking & finance
2
BIS quarterly review : international banking and financial market developments
1
European financial management : the journal of the European Financial Management Association
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
The journal of fixed income
1
Volatile capital flows in Korea : current policies and future responses
1
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ECONIS (ZBW)
11
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1
Dislocations in the won-dollar swap markets during the crisis of 2007-09
Baba, Naohiko
;
Shim, Ilhyock
- In:
Volatile capital flows in Korea : current policies and …
,
(pp. 143-176)
.
2014
Persistent link: https://www.econbiz.de/10010467510
Saved in:
2
Dislocations in the won-dollar swap markets during the crisis of 2007 - 2009
Baba, Naohiko
;
Shim, Ilhyock
- In:
International journal of finance & economics : IJFE
19
(
2014
)
4
,
pp. 279-302
Persistent link: https://www.econbiz.de/10010471898
Saved in:
3
When and how US dollar shortages evolved into the full crisis? : evidence from the cross-currency swap market
Baba, Naohiko
;
Sakurai, Yuji
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1450-1463
Persistent link: https://www.econbiz.de/10009244966
Saved in:
4
Business cycles and net buying pressure in the S&P 500 futures options
Chan, Kam C.
;
Chen, Carl R.
;
Lung, Peter P.
- In:
European financial management : the journal of the …
16
(
2010
)
4
,
pp. 624-657
Persistent link: https://www.econbiz.de/10008658800
Saved in:
5
From turmoil to crisis : dislocations in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko
;
Packer, Frank
- In:
Journal of international money and finance
28
(
2009
)
8
,
pp. 1350-1374
Persistent link: https://www.econbiz.de/10003929180
Saved in:
6
Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko
;
Packer, Frank
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
Saved in:
7
The spillover of money market turbulence to FX swap and cross-currency swap markets
Baba, Naohiko
;
Packer, Frank
;
Nagano, Teppei
- In:
BIS quarterly review : international banking and …
(
2008
),
pp. 73-86
Persistent link: https://www.econbiz.de/10003669968
Saved in:
8
Dynamic spillover of money market turmoil from FX swap to cross-currency swap markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
Saved in:
9
Do currency futures prices follow random walks?
Pan, Ming-Shiun
- In:
Journal of empirical finance
4
(
1997
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001224777
Saved in:
10
The distribution of currency futures price changes : a two-piece mixture of normals approach
Pan, Ming-Shiun
- In:
International review of economics & finance : IREF
4
(
1995
)
1
,
pp. 69-78
Persistent link: https://www.econbiz.de/10001178037
Saved in:
1
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