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Bitcoin Futures : what use are they?
Corbet, Shaen; Lucey, Brian M.; Peat, Maurice; Vigne, Samuel - In: Economics letters 172 (2018), pp. 23-27
Persistent link: https://www.econbiz.de/10012021934
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An explanation for the compass rose pattern
Gleason, Kimberly; Lee, Chun I.; Mathur, Iqbal - In: Economics letters 68 (2000) 2, pp. 127-133
Persistent link: https://www.econbiz.de/10001485046
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US and Japanese bilateral merchandise balance of trade announcements and Japanese yen currency futures market returns : December 1976 to February 1991
Pruitt, Stephen W. - In: Economics letters 39 (1992) 4, pp. 455-460
Persistent link: https://www.econbiz.de/10001133134
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Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period
Byers, J. David - In: Economics letters 35 (1991) 3, pp. 317-322
Persistent link: https://www.econbiz.de/10001102340
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Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru - In: Economics letters 50 (1996) 3, pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
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The forward premium puzzle in the interwar period and deviations from covered interest parity
Payá, Ivan; Peel, David; Spiru, Alina - In: Economics letters 108 (2010) 1, pp. 55-57
Persistent link: https://www.econbiz.de/10008662258
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The preferred hedge instrument
Battermann, Harald L. (contributor) - In: Economics letters 66 (2000) 1, pp. 85-91
Persistent link: https://www.econbiz.de/10001435939
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High and variable inflation : further evidence on the Friedman hypothesis
Caporale, Tony - In: Economics letters 54 (1997) 1, pp. 65-68
Persistent link: https://www.econbiz.de/10001222334
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The link between volatility and growth : evidence from the States
Dawson, John W. - In: Economics letters 55 (1997) 3, pp. 365-369
Persistent link: https://www.econbiz.de/10001227229
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Implied volatility from the term structure : a simple analytical approximation
Steeley, James M. - In: Economics letters 57 (1997) 3, pp. 345-352
Persistent link: https://www.econbiz.de/10001231497