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ARCH effects and cointegration : is the foreign exchange market efficient?
Alexakis, Panayotis - In: Journal of banking & finance 20 (1996) 4, pp. 687-697
Persistent link: https://www.econbiz.de/10001197705
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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
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Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko; Packer, Frank - In: Journal of banking & finance 33 (2009) 11, pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
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Informational efficiency of Bitcoin : an extension
Tiwari, Aviral Kumar; Jana, R. K.; Das, Debojyoti; … - In: Economics letters 163 (2018), pp. 106-109
Persistent link: https://www.econbiz.de/10011982966
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Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890 - 1906 : MLE with double truncation
Goldman, Elena - In: Economics letters 69 (2000) 3, pp. 253-259
Persistent link: https://www.econbiz.de/10001525548
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On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle
Ahmed, Rashad; Aizenman, Joshua; Saadaoui, Jamel; … - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014506019
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Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate
Soofi, Abdollah S.; Reischauer, Robert D. - In: Economics letters 62 (1999) 2, pp. 175-180
Persistent link: https://www.econbiz.de/10001255468
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The term structure of sovereign default risk in EMU member countries and its determinants
Eichler, Stefanie; Maltritz, Dominik - In: Journal of banking & finance 37 (2013) 6, pp. 1810-1816
Persistent link: https://www.econbiz.de/10009741917
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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
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Testing the single-factor model in the presence of persistent regressors
Miyanishi, Masako - In: Economics letters 116 (2012) 3, pp. 634-636
Persistent link: https://www.econbiz.de/10009674769