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How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome - In: Economic modelling 97 (2021), pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
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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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Does foreign exchange derivatives market promote R&D? : International industry-level evidence
Hao, Xiangchao; Sun, Qinru; Xie, Fang - In: Economic modelling 91 (2020), pp. 33-42
Persistent link: https://www.econbiz.de/10012429014
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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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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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Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram - In: Economic modelling 91 (2020), pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
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Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models
Peng, Wei; Zeng, Yufeng - In: Economic modelling 80 (2019), pp. 392-399
Persistent link: https://www.econbiz.de/10012200766
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Exchange rate spillover, carry trades, and the COVID-19 pandemic
Mo, Wan-Shin; Yang, J. Jimmy; Chen, Yu-Lun - In: Economic modelling 121 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014384369
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The existence of uncovered interest parity in the CIS countries
Bhatti, Razzaque H. - In: Economic modelling 40 (2014), pp. 227-241
Persistent link: https://www.econbiz.de/10010425682
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Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67
Persistent link: https://www.econbiz.de/10011813162