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Analysing currency risk premia...
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Exchange rate
152
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84
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84
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80
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Economic modelling
MPRA Paper
1,267
NBER working paper series
899
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732
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706
ECB Working Paper
606
Journal of international money and finance
568
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560
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283
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268
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242
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228
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226
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203
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190
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
274
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1
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
Saved in:
2
The beta heuristic from a time/frequency perspective : a wavelet analysis of the market risk of sectors
McNevin, Bruce D.
;
Nix, Joan
- In:
Economic modelling
68
(
2018
),
pp. 570-585
Persistent link: https://www.econbiz.de/10011936138
Saved in:
3
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Kuruppuarachchi, Duminda
;
Lin, Hai
;
Premachandra, I. M.
- In:
Economic modelling
77
(
2019
),
pp. 92-112
Persistent link: https://www.econbiz.de/10012198434
Saved in:
4
Oil price and exchange rates : a wavelet based analysis for India
Tiwari, Aviral Kumar
;
Dar, Arif Billah
;
Bhanja, Niyati
- In:
Economic modelling
31
(
2013
),
pp. 414-422
Persistent link: https://www.econbiz.de/10009729035
Saved in:
5
Modeling nonlinear Granger causality between the oil price and US dollar : a wavelet based approach
Benhmad, François
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1505-1514
Persistent link: https://www.econbiz.de/10009667309
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6
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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7
A wavelet decomposition approach to crude oil price and exchange rate dependence
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
- In:
Economic modelling
32
(
2013
),
pp. 42-57
Persistent link: https://www.econbiz.de/10009760777
Saved in:
8
On the relationship between oil price and exchange rates : a wavelet analysis
Uddin, Mohammed Gazi Salah
;
Tiwari, Aviral Kumar
; …
- In:
Economic modelling
35
(
2013
),
pp. 502-507
Persistent link: https://www.econbiz.de/10010336761
Saved in:
9
Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Zhang, Huimin
;
Hamori, Shigeyuki
- In:
Economic modelling
55
(
2016
),
pp. 6-14
Persistent link: https://www.econbiz.de/10011642425
Saved in:
10
Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Economic modelling
56
(
2016
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011645993
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