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Search: subject:"cross-currency swap"
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Currency derivative
296
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296
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115
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111
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108
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108
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69
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69
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66
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66
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60
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55
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55
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54
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54
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46
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45
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40
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40
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35
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35
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34
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34
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31
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29
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28
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28
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20
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248
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286
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10
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Kruse, Susanne
6
Tse, Yiuman
5
Cho, Dooyeon
4
Ibhagui, Oyakhilome
4
Kumar, Satish
4
Sarno, Lucio
4
Taylor, Mark P.
4
Ben-David, Itzhak
3
Birru, Justin
3
Cerutti, Eugenio M.
3
Chen, Jun-Home
3
Della Corte, Pasquale
3
Elias, Nikolaos
3
Hassan, Tarek A.
3
Lian, Yu-Min
3
Mano, Rui C.
3
Obstfeld, Maurice
3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Hau, Harald
2
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2
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2
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2
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15
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15
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11
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11
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9
International review of economics & finance : IREF
9
International review of financial analysis
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
7
Economic modelling
6
Global finance journal
6
Journal of empirical finance
6
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6
Applied economics letters
5
International journal of economics and finance
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of banking & finance
4
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4
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4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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4
The European journal of finance
3
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2
Asia-Pacific journal of risk and insurance : APJRI
2
Australian journal of management
2
Computational economics
2
Economics letters
2
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
International economic journal
2
International journal of economics, finance and management sciences : IJEFM
2
International journal of finance & economics : IJFE
2
International journal of financial engineering
2
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2
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
296
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296
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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
Which witch is which? : deconstructing the foreign exchange markets activity
Orlov, Alexei G.
;
Sharma, Rajiv
- In:
Global finance journal
60
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014545191
Saved in:
3
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
4
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
5
Connectedness between currency risk hedging and firm value : a deep neural network-based evaluation
Yao, Hongxing
;
Naveed, Hafiz Muhammad
;
Memon, Bilal Ahmed
; …
- In:
Computational economics
63
(
2024
)
2
,
pp. 599-638
Persistent link: https://www.econbiz.de/10014472512
Saved in:
6
Are consensus FX forecasts valuable for investors?
Kwas, Marek
;
Beckmann, Joscha
;
Rubaszek, Michał
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 268-284
Persistent link: https://www.econbiz.de/10014450270
Saved in:
7
Dealer networks, client sophistication and pricing in OTC derivatives
Kamate, Vidya
;
Kumar, Abhishek
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014451392
Saved in:
8
An empirical analysis of the dynamic impact of DeFi on GCC foreign exchange forward markets : portfolio implication
Thuy Tien Ho
;
Nguyen Mau Ba Dang
;
Ngo Thai Hung
- In:
International journal of Islamic and Middle Eastern …
17
(
2024
)
1
,
pp. 170-194
Persistent link: https://www.econbiz.de/10014478246
Saved in:
9
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
10
Pricing of European currency options considering the dynamic information costs
Dammak, Wael
;
Ben Hamad, Salah
;
Peretti, Christian de
; …
- In:
Global finance journal
58
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014633228
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