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~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
~isPartOf:"Journal of multinational financial management"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Germany"
~subject:"Kapitaleinkommen"
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ARCH model
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60
Foreign exchange market
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21
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21
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16
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Sengupta, Jati K.
2
Aabo, Tom
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Abankwa, Samuel
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Journal of foreign exchange and international finance : JFEIF
Journal of multinational financial management
The North American journal of economics and finance : a journal of financial economics studies
Journal of international money and finance
32
Working paper / National Bureau of Economic Research, Inc.
24
NBER Working Paper
19
NBER working paper series
19
Journal of international financial markets, institutions & money
16
International review of financial analysis
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International review of economics & finance : IREF
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Research in international business and finance
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Applied economics
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Finance research letters
6
Economics letters
5
Journal of international economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
The review of economics and statistics
5
Applied financial economics
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Journal of empirical finance
4
Journal of financial markets
4
Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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The journal of finance : the journal of the American Finance Association
4
The journal of futures markets
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The review of financial studies
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African journal of business and economic research : AJBER
3
Applied economics letters
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CFS working paper series
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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Europäische Hochschulschriften / 5
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Foreign exchange markets
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International economic journal
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International journal of emerging markets
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
18
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1
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10
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18
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1
Further evidence on the returns to technical trading rules : insights from fourteen currencies
Dockery, Everton
;
Todorov, Ivan
- In:
Journal of multinational financial management
69
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014440162
Saved in:
2
Measuring liquidity risk effects on carry trades across currencies and regimes
Abankwa, Samuel
;
Blenman, Lloyd P.
- In:
Journal of multinational financial management
60
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012794687
Saved in:
3
A filtered currency carry trade
Choi, Jin-ho
;
Suh, Sangwon
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013186490
Saved in:
4
Stock returns and carry trades
Chen, Zilin
;
Gang, Jianhua
;
Qian, Zongxin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013188433
Saved in:
5
Predictability in international stock returns using currency fluctuations and forward rate forecasts
Wang, Jiexin
;
Han, Xue
;
Huang, Emily J.
;
Yost-Bremm, Chris
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012656847
Saved in:
6
Volatility connectedness in global foreign exchange markets
Wen, Tiange
;
Wang, Gang-Jin
- In:
Journal of multinational financial management
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012597032
Saved in:
7
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
Saved in:
8
Can skewness predict currency excess returns?
Jiang, Xue
;
Han, Liyan
;
Yin, Libo
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 628-641
Persistent link: https://www.econbiz.de/10012120316
Saved in:
9
Diversification role of currency momentum for carry trade : evidence from financial crises
Yamani, Ehab
- In:
Journal of multinational financial management
49
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314313
Saved in:
10
Relationship between stock and currency markets conditional on the US stock returns : a vine copula approach
Tachibana, Minoru
- In:
Journal of multinational financial management
46
(
2018
),
pp. 75-106
Persistent link: https://www.econbiz.de/10012055790
Saved in:
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