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~isPartOf:"Economic modelling"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Policy research working paper : WPS"
~isPartOf:"Staff working paper / Bank of Canada"
~subject:"Volatility"
~subject:"World"
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1
Transactions costs and vehicle currencies
Black, Stanley Wilkes
- In:
Journal of international money and finance
10
(
1991
)
4
,
pp. 512-526
Persistent link: https://www.econbiz.de/10001114121
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2
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard
- In:
Journal of international money and finance
12
(
1993
)
5
,
pp. 511-521
Persistent link: https://www.econbiz.de/10001149594
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3
Do Reuters spreads reflect currencies' differences in global trading activity?
Hartmann, Philipp
- In:
Journal of international money and finance
17
(
1998
)
5
,
pp. 757-784
Persistent link: https://www.econbiz.de/10001253053
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4
Exchange rate risk and internationally diversified portfolios
Ziobrowski, Brigitte J.
- In:
Journal of international money and finance
14
(
1995
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001176821
Saved in:
5
Papers in honor of Patrick C. McMahon
Baillie, Richard
(
contributor
);
McMahon, Patrick C.
(
honouree
)
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 879-1000
Persistent link: https://www.econbiz.de/10001235358
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6
A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios
- In:
Economic modelling
14
(
1997
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
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7
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
8
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola
;
Lento, Camillo
- In:
Economic modelling
47
(
2015
),
pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
Saved in:
9
The tail risk premia of the carry trades
Dupuy, Philippe
- In:
Journal of international money and finance
59
(
2015
),
pp. 123-145
Persistent link: https://www.econbiz.de/10011478289
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10
Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver
;
MacDonald, Ronald
- In:
Journal of international money and finance
59
(
2015
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011478323
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