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~isPartOf:"IMF working paper"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"1977-1987"
~subject:"Currency derivative"
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Search: subject_exact:"Currency futures"
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1977-1987
Currency derivative
Währungsderivat
92
Theorie
40
Theory
40
Exchange rate
21
Interest rate parity
19
Risikoprämie
19
Risk premium
19
Wechselkurs
19
Zinsparität
19
Welt
18
World
18
Estimation
15
Schätzung
15
USA
14
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14
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13
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13
Hedging
11
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9
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9
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Derivat
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Derivative
7
Deutschland
7
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7
Finanzkrise
7
Germany
7
Großbritannien
7
United Kingdom
7
Arbitrage
6
Cointegration
6
Currency option
6
Devisenoption
6
Exchange rate policy
6
Exchange rate risk
6
Kointegration
6
Wechselkurspolitik
6
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Undetermined
26
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4
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Article
74
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18
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74
Aufsatz in Zeitschrift
74
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18
Working Paper
18
Graue Literatur
11
Non-commercial literature
11
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1
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1
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English
92
Author
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Chan, Kam C.
3
Cho, Dooyeon
3
Isard, Peter
3
Pan, Ming-Shiun
3
Baillie, Richard
2
Engel, Charles
2
Fung, Hung-gay
2
Lien, Da-hsiang Donald
2
Moore, Michael J.
2
Pippenger, John E.
2
Shraiber, Bentsi
2
Stenfors, Alexis
2
Aguirre, Maria Sophia
1
Ammer, John
1
Bachman, Daniel David
1
Bai, Shuming
1
Ballocchi, Giuseppe
1
Barkbu, Bergljot Bjørnson
1
Bartolini, Leonardo
1
Bilson, Chris M.
1
Bodnar, Gordon M.
1
Brailsford, Timothy J.
1
Broll, Udo
1
Brunner, Allan D.
1
Bunn, Derek W.
1
Calice, Giovanni
1
Calvo, Guillermo
1
Caporin, Massimiliano
1
Chang, Chia-Chien
1
Chang, Sanders S.
1
Chatziantoniou, Ioannis
1
Chen, Dipeng
1
Chen, Jun-Home
1
Chen, Rongda
1
Chi, Tsung-Li
1
Cho, Jae-Beom
1
Choi, Kyongwook
1
Choudhry, Taufiq
1
Chuang, Ming-Che
1
Chun, Sungju
1
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Institution
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Internationaler Währungsfonds / Research Department
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
1
Internationaler Währungsfonds / Policy Development and Review Department
1
Published in...
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IMF working paper
International review of economics & finance : IREF
Journal of empirical finance
Journal of international financial markets, institutions & money
The journal of futures markets
116
Journal of international money and finance
87
NBER working paper series
51
NBER Working Paper
44
Working paper / National Bureau of Economic Research, Inc.
38
Journal of banking & finance
30
Applied financial economics
23
Economics letters
23
Discussion paper / Centre for Economic Policy Research
22
Global finance journal
22
Journal of financial and quantitative analysis : JFQA
19
Discussion paper
18
IMF working papers
18
International review of financial analysis
18
Journal of international economics
16
Wiley trading series
15
Advances in futures and options research : a research annual
14
Finance research letters
14
Journal of financial economics
14
Applied economics
13
European economic review : EER
13
The European journal of finance
13
The journal of finance : the journal of the American Finance Association
13
International journal of theoretical and applied finance
12
Journal of multinational financial management
12
Working paper
12
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
11
EUI working paper / ECO
11
International journal of finance & economics : IJFE
11
Economic modelling
10
Journal of foreign exchange and international finance : JFEIF
10
Open economies review
10
Pacific-Basin finance journal
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
Die Bank
9
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ECONIS (ZBW)
92
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92
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1
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:
2
Hedging performance using google trends : evidence from the Indian forex options market
Chi, Tsung-Li
;
Liu, Hung-Tsen
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 107-123
Persistent link: https://www.econbiz.de/10014424052
Saved in:
3
Deviations from covered interest parity in the emerging markets after the global financial crisis
Geyikçi, Utku Bora
;
Özyıldırım, Süheyla
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014433228
Saved in:
4
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
; …
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014433286
Saved in:
5
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
6
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
7
Covered interest rate parity deviations in the Asia-Pacific
Bilson, Chris M.
;
Brailsford, Timothy J.
;
Rajaguru, …
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013357251
Saved in:
8
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? : evidence from cross-currency basis swaps
Hattori, Takahiro
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013343385
Saved in:
9
The impact of China's currency swap lines on bilateral trade
Hao, Kaixuan
;
Han, Liyan
;
Li, (Tony) Wei
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 173-183
Persistent link: https://www.econbiz.de/10013343512
Saved in:
10
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
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