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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"CAPM"
~subject:"Theorie"
~subject:"World"
~type_genre:"Article in journal"
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Search: subject_exact:"Währungsswap"
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Currency derivative
38
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10
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9
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Fung, Hung-gay
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Pippenger, John E.
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1
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1
Calice, Giovanni
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Caporin, Massimiliano
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Chang, Sanders S.
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Cho, Dooyeon
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1
Tai, Chu-sheng
1
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Journal of international financial markets, institutions & money
Journal of international money and finance
62
The journal of futures markets
37
Economics letters
14
Journal of financial and quantitative analysis : JFQA
14
Journal of banking & finance
13
Journal of empirical finance
12
International review of economics & finance : IREF
11
Journal of international economics
11
Applied financial economics
10
Economic modelling
10
Advances in futures and options research : a research annual
9
International review of financial analysis
9
European economic review : EER
8
Global finance journal
8
Journal of financial economics
8
The Manchester School of Economic and Social Studies
8
Applied economics
7
Journal of money, credit and banking : JMCB
7
The European journal of finance
7
International economic journal
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Review of futures markets
6
BIS quarterly review : international banking and financial market developments
5
Bulletin of economic research
5
Finance research letters
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International economic review
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International journal of finance & economics : IJFE
5
Journal of applied econometrics
5
Journal of foreign exchange and international finance : JFEIF
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Pacific-Basin finance journal
5
The journal of finance : the journal of the American Finance Association
5
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
5
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Applied economics letters
4
Economie & prévision : EP
4
Energy economics
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Journal of monetary economics
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Journal of post-Keynesian economics : JPKE
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Open economies review
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ECONIS (ZBW)
18
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1
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:
2
Volatility and dynamic currency hedging
Cho, Jae-Beom
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012495677
Saved in:
3
Can structural changes in the persistence of the forward premium explain the forward premium anomaly?
Cho, Dooyeon
;
Chun, Sungju
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 225-235
Persistent link: https://www.econbiz.de/10012127851
Saved in:
4
Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
Saved in:
5
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
Caporin, Massimiliano
;
Jimenez-Martin, Juan-Angel
; …
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 159-177
Persistent link: https://www.econbiz.de/10011299343
Saved in:
6
The forward premium puzzle and the Euro
Nagayasu, Jun
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 436-451
Persistent link: https://www.econbiz.de/10011299781
Saved in:
7
The microstructure of covered interest arbitrage in a market with a dominant market maker
Liu, Hao-chen
;
Witte, Mark David
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 25-41
Persistent link: https://www.econbiz.de/10009726481
Saved in:
8
Pippenger's CIP-based solution to the forward-bias puzzle : a rejoinder
King, Alan
- In:
Journal of international financial markets, …
21
(
2011
)
5
,
pp. 867-873
Persistent link: https://www.econbiz.de/10009504828
Saved in:
9
On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle
Chang, Sanders S.
- In:
Journal of international financial markets, …
21
(
2011
)
4
,
pp. 611-616
Persistent link: https://www.econbiz.de/10009309042
Saved in:
10
The solution to the forward-bias puzzle
Pippenger, John E.
- In:
Journal of international financial markets, …
21
(
2011
)
2
,
pp. 296-304
Persistent link: https://www.econbiz.de/10009247565
Saved in:
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