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~isPartOf:"Economics letters"
~isPartOf:"Review of futures markets"
~subject:"Effizienzmarkthypothese"
~subject:"Schätzung"
~subject:"United States"
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Effizienzmarkthypothese
Schätzung
United States
Currency derivative
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USA
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Peel, David
2
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Economics letters
Review of futures markets
The journal of futures markets
67
Journal of international money and finance
26
Journal of banking & finance
15
International review of economics & finance : IREF
13
Journal of international financial markets, institutions & money
11
Applied financial economics
10
Journal of financial and quantitative analysis : JFQA
10
Discussion paper / Centre for Economic Policy Research
9
International review of financial analysis
9
Working paper / National Bureau of Economic Research, Inc.
9
Advances in futures and options research : a research annual
8
Global finance journal
8
NBER Working Paper
8
NBER working paper series
8
Discussion paper
7
Journal of empirical finance
7
The journal of finance : the journal of the American Finance Association
7
Journal of financial economics
6
The European journal of finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Economic modelling
5
Journal of economics and finance
5
Journal of international economics
5
Journal of multinational financial management
5
Working paper
5
Applied economics
4
Discussion paper / Tinbergen Institute
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
Review of Pacific Basin financial markets and policies
4
Staff reports / Federal Reserve Bank of New York
4
Advances in investment analysis and portfolio management : a research annual
3
Applied economics letters
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ECONIS (ZBW)
11
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1
Market efficiency in foreign exchange market
Lee, Namhoon
;
Choi, Wonseok
;
Pae, Yuntaek
- In:
Economics letters
205
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013202912
Saved in:
2
The forward premium puzzle in the interwar period and deviations from covered interest parity
Payá, Ivan
;
Peel, David
;
Spiru, Alina
- In:
Economics letters
108
(
2010
)
1
,
pp. 55-57
Persistent link: https://www.econbiz.de/10008662258
Saved in:
3
Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru
- In:
Economics letters
50
(
1996
)
3
,
pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
Saved in:
4
Hedging with financial futures under variance minimization with stochastic interest rates
Chee, Kew-chul
- In:
Review of futures markets
13
(
1994
)
1
,
pp. 187-213
Persistent link: https://www.econbiz.de/10001183973
Saved in:
5
Estimating the dynamics of foreign currency volatility
Fung, William
- In:
Review of futures markets
10
(
1993
)
3
,
pp. 490-514
Persistent link: https://www.econbiz.de/10001143660
Saved in:
6
US and Japanese bilateral merchandise balance of trade announcements and Japanese yen currency futures market returns : December 1976 to February 1991
Pruitt, Stephen W.
- In:
Economics letters
39
(
1992
)
4
,
pp. 455-460
Persistent link: https://www.econbiz.de/10001133134
Saved in:
7
The implication of futures margin changes for futures contracts : an investigation of their impact on price volatility market participation, and cash-futures covariances
Moser, James T.
- In:
Review of futures markets
10
(
1992
)
2
,
pp. 376-397
Persistent link: https://www.econbiz.de/10001136963
Saved in:
8
Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period
Byers, J. David
- In:
Economics letters
35
(
1991
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001102340
Saved in:
9
Transaction costs and option-pricing biases : some evidence for options on foreign exchange futures
Ghalbouni, Joseph P.
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10001102030
Saved in:
10
Ex ante reduction of foreign exchange exposure via hedge-ratio adjustment
Benet, Bruce A.
- In:
Review of futures markets
9
(
1990
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10001124323
Saved in:
1
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