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The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders
Cotter, John; Dowd, Kevin - In: Finance research letters 4 (2007) 3, pp. 146-154
Persistent link: https://www.econbiz.de/10003702364
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On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil - In: Finance research letters 3 (2006) 1, pp. 57-64
Persistent link: https://www.econbiz.de/10003300878
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The relationship between reciprocal currency futures prices
Bick, Avi - In: Finance research letters 9 (2012) 4, pp. 194-201
Persistent link: https://www.econbiz.de/10009689317
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Are cryptocurrencies connected to forex? : a quantile cross-spectral approach
Baumöhl, Eduard - In: Finance research letters 29 (2019), pp. 363-372
Persistent link: https://www.econbiz.de/10012419226
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The impact of tick-size reductions in foreign currency futures markets
Martinez, Valeria; Tse, Yiuman - In: Finance research letters 28 (2019), pp. 32-38
Persistent link: https://www.econbiz.de/10012384047
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Credit-implied forward volatility and volatility expectations
Byström, Hans N. E. - In: Finance research letters 16 (2016), pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
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Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: Finance research letters 16 (2016), pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
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The forex fixing reform and its impact on cost and risk of forex trading banks
Yamada, Masahiro; Itō, Takatoshi - In: Finance research letters 21 (2017), pp. 157-162
Persistent link: https://www.econbiz.de/10011807744
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Optimal hedge ratio in a biased forward market under liquidity constraints
Dömötör, Barbara - In: Finance research letters 21 (2017), pp. 259-263
Persistent link: https://www.econbiz.de/10011807801
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Do speculative traders anticipate or follow USD/EUR exchange rate movements? : new evidence on the efficiency of the EUR currency futures market
Hossfeld, Oliver; Röthig, Andreas - In: Finance research letters 18 (2016), pp. 218-225
Persistent link: https://www.econbiz.de/10011657024