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~isPartOf:"Economic policy review"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"1977-1987"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Currency futures"
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1977-1987
United States
Currency derivative
55
Währungsderivat
55
Theorie
23
Theory
23
Risikoprämie
15
Risk premium
15
Exchange rate
14
Interest rate parity
14
Wechselkurs
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Zinsparität
14
USA
10
Welt
10
World
10
Devisenmarkt
9
Foreign exchange market
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Estimation
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Schätzung
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Arbitrage
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Financial crisis
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US dollar
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Volatility
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Swap
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Yield curve
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Zinsstruktur
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ARCH model
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ARCH-Modell
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Cointegration
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Japan
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Portfolio selection
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Portfolio-Management
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Type of publication
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Article
11
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
11
Language
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English
11
Author
All
Chan, Kam C.
2
Pan, Ming-Shiun
2
Ammer, John
1
Brunner, Allan D.
1
Choi, Kyongwook
1
Fok, Robert C. W.
1
Fung, Hung-gay
1
Goldberg, Linda S.
1
Greenleaf, James A.
1
Gup, Benton E.
1
Hogan, Karen M.
1
Kennedy, Craig
1
Kish, Richard J.
1
Klitgaard, Thomas
1
Madura, Jeff
1
Miu, Jason
1
Morse, Joel N.
1
Sakoulis, Georgios
1
Thies, Clifford F.
1
Tucker, Alan L.
1
Villanueva, O. Miguel
1
Weir, Laura
1
Zhu, Zhen
1
Zivot, Eric
1
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Economic policy review
Journal of empirical finance
Journal of international financial markets, institutions & money
The journal of futures markets
61
Journal of banking & finance
13
Journal of international money and finance
11
Advances in futures and options research : a research annual
8
Global finance journal
8
Applied financial economics
7
Journal of financial and quantitative analysis : JFQA
7
International review of economics & finance : IREF
6
Review of futures markets
6
The journal of finance : the journal of the American Finance Association
6
International review of financial analysis
5
Journal of multinational financial management
5
Economics letters
4
Review of Pacific Basin financial markets and policies
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Advances in investment analysis and portfolio management : a research annual
3
Journal of applied econometrics
3
Journal of economics and finance
3
Journal of international economics
3
Australian economic papers
2
Economic modelling
2
Explorations in economic history : EEH
2
Financial engineering and the Japanese markets
2
International journal of business
2
International journal of economics and finance
2
International journal of theoretical and applied finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of money, credit and banking : JMCB
2
Monetary and economic studies
2
Pacific-Basin finance journal
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
2
The North American journal of economics and finance : a journal of financial economics studies
2
The economic record : er
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of financial crises
2
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ECONIS (ZBW)
11
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1
Central bank dollar swap lines and overseas dollar funding costs
Goldberg, Linda S.
;
Kennedy, Craig
;
Miu, Jason
- In:
Economic policy review
17
(
2011
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10009130196
Saved in:
2
Structural change in the forward discount : implications for the forward rate unbiasedness hypothesis
Sakoulis, Georgios
;
Zivot, Eric
;
Choi, Kyongwook
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 957-966
Persistent link: https://www.econbiz.de/10009267231
Saved in:
3
Spot-forward cointegration, structural breaks and FX market unbiasedness
Villanueva, O. Miguel
- In:
Journal of international financial markets, …
17
(
2007
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10003413275
Saved in:
4
Exchange rate changes and net positions of speculators in the futures market
Klitgaard, Thomas
;
Weir, Laura
- In:
Economic policy review
10
(
2004
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10002067194
Saved in:
5
Time-varying forward bias and the expected excess return
Zhu, Zhen
- In:
Journal of international financial markets, …
12
(
2002
)
2
,
pp. 119-137
Persistent link: https://www.econbiz.de/10001656969
Saved in:
6
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:
7
Are banks market timers or market makers? : Explaining foreign exchange trading profits
Ammer, John
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 43-60
Persistent link: https://www.econbiz.de/10001230300
Saved in:
8
Global portfolio management of fixed income securities in continuous time
Greenleaf, James A.
;
Hogan, Karen M.
;
Kish, Richard J.
- In:
Journal of international financial markets, …
6
(
1996
)
1
,
pp. 65-85
Persistent link: https://www.econbiz.de/10001498280
Saved in:
9
Market efficiency and cointegration tests for foreign currency futures markets
Chan, Kam C.
- In:
Journal of international financial markets, …
2
(
1992
)
1
,
pp. 79-89
Persistent link: https://www.econbiz.de/10001127305
Saved in:
10
Currency warrants on the American Stock Exchange
Thies, Clifford F.
- In:
Journal of international financial markets, …
1
(
1991
)
2
,
pp. 85-95
Persistent link: https://www.econbiz.de/10001109979
Saved in:
1
2
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