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~isPartOf:"Applied economics letters"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Arbitrage"
~subject:"Currency derivative"
~subject:"Exchange rate policy"
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1
Triangular arbitrage across forex and cryptocurrency markets during the COVID-19 crisis : a MRS-AR approach
Huang, Jianfeng
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1352-1357
Persistent link: https://www.econbiz.de/10013412175
Saved in:
2
Extracting shadow exchange rates and foreign exchange premia during currency crises : an example from Egypt
Bassiouny, Aliaa
;
Tooma, Eskandar A.
- In:
Applied economics letters
26
(
2019
)
1
,
pp. 32-36
Persistent link: https://www.econbiz.de/10012204124
Saved in:
3
Forex swap premiums, shock response and covered profits : an ARDL-EGARCH model analysis
Huang, Jianfeng
;
Lu, Wencong
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1705-1708
Persistent link: https://www.econbiz.de/10012204888
Saved in:
4
Return seasonality in the foreign exchange market
Tse, Yiuman
- In:
Applied economics letters
25
(
2018
)
1
,
pp. 5-8
Persistent link: https://www.econbiz.de/10011853573
Saved in:
5
Toxic arbitrage
Foucault, Thierry
;
Kozhan, Roman
;
Tham, Wing Wah
-
2014
Persistent link: https://www.econbiz.de/10010363557
Saved in:
6
Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
-
2014
Persistent link: https://www.econbiz.de/10010381967
Saved in:
7
Spot and forward volatility in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
-
2010
Persistent link: https://www.econbiz.de/10003994498
Saved in:
8
The exchange rate effect of multi-currency risk arbitrage
Hau, Harald
-
2009
Persistent link: https://www.econbiz.de/10003875359
Saved in:
9
Understanding the forward premium puzzle : a microstructure approach
Burnside, Craig
;
Eichenbaum, Martin S.
;
Rebelo, Sérgio
-
2007
Persistent link: https://www.econbiz.de/10003515883
Saved in:
10
Financial exchange rates and international currency exposures
Lane, Philip R.
;
Shambaugh, Jay C.
-
2007
Persistent link: https://www.econbiz.de/10003549603
Saved in:
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