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09/11 on the USD/EUR foreign exchange market
Mende, Alexander - In: Applied financial economics 16 (2006) 3, pp. 213-222
Persistent link: https://www.econbiz.de/10003291879
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Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
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Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 10/12, pp. 887-900
Persistent link: https://www.econbiz.de/10003538047
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The impact of federal reserve intervention on exchange rate volatility : evidence from the futures markets
Ramchander, Sanjay; Sant, R. Raymond - In: Applied financial economics 12 (2002) 4, pp. 231-240
Persistent link: https://www.econbiz.de/10001671105
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Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
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Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua - In: Applied financial economics 7 (1997) 6, pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
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Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A. - In: Applied financial economics 24 (2014) 19/21, pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
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Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
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Central bank intervention and foreign exchange markets
Seerattan, Dave Arnold; Spagnolo, Nicola - In: Applied financial economics 19 (2009) 16/18, pp. 1417-1432
In this article we examine the sensitivity of the foreign exchange market to central bank intervention. Using a time varying Markov switching model we separate periods of relatively stable market conditions from volatile periods and look at the dynamic of the causality effect under different...
Persistent link: https://www.econbiz.de/10003886251
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The role of fundamentalists and technicians in the foreign exchange market when the domestic currency is pegged to a basket
Moosa, Imad A.; Loughani, Nabeel E. al - In: Applied financial economics 13 (2003) 2, pp. 79-84
Persistent link: https://www.econbiz.de/10001725727