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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
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FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
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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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Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo; Carrasco, José A.; Pincheira, Pablo - In: Finance research letters 34 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
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Intraday exchange rate volatility transmissions across QE announcements
Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Finance research letters 14 (2015), pp. 128-134
Persistent link: https://www.econbiz.de/10011552689
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Intraday patterns in foreign exchange returns and realized volatility
Zhang, Hao - In: Finance research letters 27 (2018), pp. 99-104
Persistent link: https://www.econbiz.de/10012006752
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LSTM forecasting foreign exchange rates using limit order book
Ito, Katsuki; Iima, Hitoshi; Kitamura, Yoshihiro - In: Finance research letters 47 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013455587
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Intraday interactions between high-frequency trading and price efficiency
Ben Ammar, Imen; Hellara, Slaheddine - In: Finance research letters 41 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013336225
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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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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