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ECONIS (ZBW)
634
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91
Dynamic information spillovers in intraregionally-focused spot and forward currency markets
Wang, Xi
;
Yang, Jiao-Hui
;
Wang, Kai-Li
;
Fawson, Christopher
- In:
Journal of international money and finance
71
(
2017
),
pp. 78-110
Persistent link: https://www.econbiz.de/10011787670
Saved in:
92
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
93
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
94
Covered interest parity deviation and counterparty default risk : U.S. Dollar/Korean Won FX swap market
Choi, Hanbok
;
Eom, Young Ho
;
Jang, Woon Wook
;
Kim, Don H.
- In:
Pacific-Basin finance journal
44
(
2017
),
pp. 47-63
Persistent link: https://www.econbiz.de/10011800741
Saved in:
95
The real miss-specification in the forward rate premium puzzle
Sinha, Amit K.
;
Horvath, Philip A.
;
Scott, Robert C.
- In:
Journal of economics and finance
41
(
2017
)
3
,
pp. 463-473
Persistent link: https://www.econbiz.de/10011802144
Saved in:
96
FX swaps and forwards: missing global debt?
Borio, Claudio E. V.
;
McCauley, Robert N.
;
McGuire, …
- In:
BIS quarterly review : international banking and …
(
2017
),
pp. 37-54
Persistent link: https://www.econbiz.de/10011803636
Saved in:
97
Optimal hedge ratio in a biased forward market under liquidity constraints
Dömötör, Barbara
- In:
Finance research letters
21
(
2017
),
pp. 259-263
Persistent link: https://www.econbiz.de/10011807801
Saved in:
98
LM cointegration tests allowing for an unknown number of breaks : implications for the forward rate unbiasedness hypothesis
Oh, Dong-Yop
;
Lee, Hyejin
- In:
Applied economics
49
(
2017
)
12
,
pp. 1194-1203
Persistent link: https://www.econbiz.de/10011811265
Saved in:
99
Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem
- In:
Economic modelling
62
(
2017
),
pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
Saved in:
100
Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon
;
Chun, Sungju
- In:
Applied economics
49
(
2017
)
18
,
pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429
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