Narrow search
Showing 1 - 10 of 89
Cover Image
Linkages between extreme stock market and currency returns
Cumperayot, Phornchanok J.; Keijzer, Tjeert; Kouwenberg, Roy - In: Journal of international money and finance 25 (2006) 3, pp. 528-550
Persistent link: https://www.econbiz.de/10003336184
Cover Image
Leveraged carry trade portfolios
Darvas, Zsolt M. - In: Journal of banking & finance 33 (2009) 5, pp. 944-957
Persistent link: https://www.econbiz.de/10003836459
Cover Image
Informational linkages across trading regions : evidence from foreign exchange markets
Cai, Fang; Howorka, Edward; Wongswan, Jon - In: Journal of international money and finance 27 (2008) 8, pp. 1215-1243
Persistent link: https://www.econbiz.de/10003804840
Cover Image
A momentum trading strategy based on the low frequency component of the exchange rate
Harris, Richard D. F.; Yilmaz, Fatih - In: Journal of banking & finance 33 (2009) 9, pp. 1575-1585
Persistent link: https://www.econbiz.de/10003872844
Cover Image
Segmentation and time-of-day patterns in foreign exchange markets
Ranaldo, Angelo - In: Journal of banking & finance 33 (2009) 12, pp. 2199-2206
Persistent link: https://www.econbiz.de/10003905425
Cover Image
The crisis in the foreign exchange market
Melvin, Michael; Taylor, Mark P. - In: Journal of international money and finance 28 (2009) 8, pp. 1317-1330
Persistent link: https://www.econbiz.de/10003929178
Cover Image
Combining mean reversion and momentum trading strategies in foreign exchange markets
Serban, Alina F. - In: Journal of banking & finance 34 (2010) 11, pp. 2720-2727
Persistent link: https://www.econbiz.de/10008858842
Cover Image
Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations
Sarantis, Nicholas - In: Journal of international money and finance 25 (2006) 7, pp. 1168-1186
Persistent link: https://www.econbiz.de/10003394357
Cover Image
Footprints in the market : hedge funds and the carry trade
Fong, Wai-mun - In: Journal of international money and finance 33 (2013), pp. 41-59
Persistent link: https://www.econbiz.de/10009730776
Cover Image
Impact of macro-economic surprises on carry trade activity
Hutchison, Michael M.; Sushko, Vladyslav - In: Journal of banking & finance 37 (2013) 4, pp. 1133-1147
Persistent link: https://www.econbiz.de/10009716241