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The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto; Jorion, Philippe - 1988
Persistent link: https://www.econbiz.de/10000747131
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Macroeconomic sources of forex risk
Smith, Peter N. - 2002
Persistent link: https://www.econbiz.de/10013423722
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Risky arbitrage strategies : optimal portfolio choice and economic implications
Liu, Jun; Van Reenen, John; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003830654
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Risk arbitrage in takeovers
Cornelli, Francesca - 1998
Persistent link: https://www.econbiz.de/10013422648
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The crisis in the foreign exchange market
Melvin, Michael; Taylor, Mark P. - 2009
Persistent link: https://www.econbiz.de/10003887408
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Sources of risk in currency returns
Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - 2012
Persistent link: https://www.econbiz.de/10009502462
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Global crises and equity market contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2011
Persistent link: https://www.econbiz.de/10009260147
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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - 2014
Persistent link: https://www.econbiz.de/10010381967
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The impact of hedge funds on asset markets
Kruttli, Mathias; Patton, Andrew J.; Ramadorai, Tarun - 2014
Persistent link: https://www.econbiz.de/10010416816
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A new index of currency mismatch and systemic risk
Rancière, Romain; Tornell, Aaron; Vamvakidis, Athanasios - 2011
Persistent link: https://www.econbiz.de/10008933051