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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
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Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon - In: The North American journal of economics and finance : a … 44 (2018), pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
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Heterogeneous expectations and tests of efficiency in the yen-dollar forward exchange rate market
Elliott, Graham; Itō, Takatoshi - In: Journal of monetary economics 43 (1999) 2, pp. 435-454
Persistent link: https://www.econbiz.de/10001391275
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Time to produce and emerging market crises
Schwartzman, Felipe Farah - In: Journal of monetary economics 68 (2014), pp. 37-52
Persistent link: https://www.econbiz.de/10011290222
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Realignment expectations and the US dollar, 1890 - 1897 : was there a "Peso problem"?
Hallwood, Paul; MacDonald, Ronald; Marsh, Ian - In: Journal of monetary economics 46 (2000) 3, pp. 605-620
Persistent link: https://www.econbiz.de/10001527303
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A model of currency crises with heterogeneous market beliefs
Della Posta, Pompeo - In: The North American journal of economics and finance : a … 45 (2018), pp. 182-195
Persistent link: https://www.econbiz.de/10012117770
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On the informational efficiency of S&P500 implied volatility
Becker, Ralf; Clements, Adam; White, Scott I. - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
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Dating currency crises in emerging market economies
Boonman, Tjeerd Menno - In: The North American journal of economics and finance : a … 49 (2019), pp. 273-286
Persistent link: https://www.econbiz.de/10012269198
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The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - In: The review of economics and statistics 79 (1997) 3, pp. 353-361
Persistent link: https://www.econbiz.de/10001225777
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An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953