Narrow search
Showing 1 - 10 of 96
Cover Image
Evaluating currency market efficiency : are cointegration tests appropriate?
Kellard, Neil; Newbold, Paul; Rayner, Anthony J. - In: Applied financial economics 11 (2001) 6, pp. 681-691
Persistent link: https://www.econbiz.de/10001636219
Cover Image
Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets
Wang, Peijie; Wang, Ping - In: Applied financial economics 11 (2001) 2, pp. 127-136
Persistent link: https://www.econbiz.de/10001563271
Cover Image
Technical analysis in foreign exchange markets : evidence from the EMS
Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - In: Applied financial economics 13 (2003) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10001725731
Cover Image
Are implied volatilities more informative? : The Brazilian real exchange rate case
Chang, Eui Jung; Tabak, Benjamin Miranda - In: Applied financial economics 17 (2007) 7/9, pp. 569-576
Persistent link: https://www.econbiz.de/10003491198
Cover Image
Improving the accuracy of forward exchange rate forecasts by correcting for prior bias
Kremer, Robert; Shaffer, Sherrill - In: Applied financial economics 17 (2007) 16/18, pp. 1469-1478
Persistent link: https://www.econbiz.de/10003605858
Cover Image
Currency option pricing in a credible exchange rate target zone
Veestraeten, Dirk - In: Applied financial economics 23 (2013) 10/12, pp. 951-962
Persistent link: https://www.econbiz.de/10009772210
Cover Image
The twin faces of emerging Asia's currency forward markets in an imperfect setting
Ramanathan, Suresh; Teng, Kwek Kian - In: Applied financial economics 23 (2013) 16/18, pp. 1433-1446
Persistent link: https://www.econbiz.de/10010259390
Cover Image
An empirical test of 'put call parity'
Ben-David, Nissim; Tchahi, Tavor - In: Applied financial economics 21 (2011) 22/24, pp. 1661-1664
Persistent link: https://www.econbiz.de/10009385060
Cover Image
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G. - In: Applied financial economics 15 (2005) 16, pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Cover Image
A re-examination of the predicting power of forward premia
Wang, Peijie - In: Applied financial economics 15 (2005) 17, pp. 1219-1225
Persistent link: https://www.econbiz.de/10003228794