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FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
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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
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Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob; Härdle, Wolfgang; Lessmann, Stefan - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
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Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
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Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
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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
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Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 42 (2017), pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
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Volatility spillover in foreign exchange markets
Rajhans, Rajni Kant; Jain, Anuradha - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 2, pp. 137-151
Persistent link: https://www.econbiz.de/10011761392
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An algorithmic trading system based on a stacked generalization model and hidden Markov model in the foreign exchange market
Fereydooni, Ali; Mahootchi, Masoud - In: Global finance journal 56 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014478899
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The Tobin tax in a continuous-time non-linear dynamic model of the exchange rate
Gandolfo, Giancarlo - In: Cambridge journal of economics 39 (2015) 6, pp. 1629-1643
Persistent link: https://www.econbiz.de/10011416029