Search Results - subject:"FX Markets"

Market timing and predictability in FX markets

Maurer, Thomas; To, Thuy Duong; Tran, Ngoc-Khanh - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 223-246

Persistent link: https://www.econbiz.de/10013543159

Exchange rate volatility in LATAM: common and idiosyncratic factors

Pérez Forero, Fernando J. - 2022

Persistent link: https://www.econbiz.de/10013207557

Measuring relative volatility in high-frequency data under the directional change approach

Li, Shengnan; Tsang, Edward P. K.; O'Hara, John - In: Intelligent systems in accounting, finance & management 29 (2022) 2, pp. 86-102

Persistent link: https://www.econbiz.de/10013274251

Foreign exchange intervention : a dataset of public data and proxies

Adler, Gustavo; Chang, Kyun Suk; Mano, Rui; Shao, Yuting - 2021

Foreign exchange intervention (FXI) is a highly debated topic. Yet, comprehensive and comparable data on FXI is hard to find. This paper provides a new dataset of FXI covering a large number of countries over the period 2000-20 at monthly and quarterly frequencies. It includes publicly available...

Persistent link: https://www.econbiz.de/10012518682

OTC microstructure in a period of stress : a multi‑layered network approach

Joseph, Andreas; Vasios, Michalis; Maizels, Olga; … - 2019

Persistent link: https://www.econbiz.de/10012202563

Foreign Exchange : Practical Asset Pricing and Macroeconomic Theory

Iqbal, Adam S. - 2022

diligently captures the intuition behind risk premia in FX markets and their theoretical underpinnings, whilst also being …

Persistent link: https://www.econbiz.de/10012879104

On model robustness of the regime switching approach for pegged foreign exchange markets

Zhang, Yunbo; Drapeau, Samuel - In: Quantitative finance 22 (2022) 7, pp. 1371-1390

Persistent link: https://www.econbiz.de/10013367908

Do terrorist attacks matter for currency excess returns?

Liu, Yiye; Han, Liyan; Wu, You; Yin, Libo - In: Finance research letters 49 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013478642

Modelling the quantile cross-coherence between exchange rates : Does the COVID-19 pandemic change the interlinkage structure?

Ur Rehman, Mobeen; Al Rababa'a, Abdel Razzaq; El-Nader, … - In: Journal of international financial markets, … 76 (2022), pp. 1-46

Persistent link: https://www.econbiz.de/10013412813

OTC Microstructure in a period of stress : a Multi-layered network approach

Joseph, Andreas; Vasios, Michalis - In: Journal of banking & finance 138 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013461904