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Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago; Lovreta, Lidija - In: Finance research letters 28 (2019), pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad; Anwar, Sajid - In: Economic modelling 37 (2014), pp. 451-463
Persistent link: https://www.econbiz.de/10010417631
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Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M. - In: Economic modelling 33 (2013), pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
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The skewness risk premium in currency markets
Broll, Michael - In: Economic modelling 58 (2016), pp. 494-511
Persistent link: https://www.econbiz.de/10011647522
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The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric; Namin, Fatemeh Salimi - In: Economic modelling 81 (2019), pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
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Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D. - In: Economic modelling 82 (2019), pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
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Forex interventions and exchange rate exposure : evidence from emerging market firms
Sikarwar, Ekta - In: Economic modelling 93 (2020), pp. 69-81
Persistent link: https://www.econbiz.de/10012429847
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Macro news effects on exchange rates : difference between carry trade target and safe-haven currencies
Wang, Wenhao; Lin, Zhitao; Hu, Bing - In: Finance research letters 53 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472521
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Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa; Altay-Salih, Aslihan; Yasar, Burze - In: Finance research letters 11 (2014) 4, pp. 454-462
Persistent link: https://www.econbiz.de/10011300430