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Uncertainty aversion, carry trades and agent heterogeneity in the FX market
Li, Xiaoping; Tong, Bin; Zhou, Chunyang - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484075
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Unwinding ZIRP : a simulation analysis
Feldman, Todd - In: Finance research letters 24 (2018), pp. 278-288
Persistent link: https://www.econbiz.de/10011982604
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A simulated electronic market with speculative behaviour and bubble formation
Cofre, Nicolas; Mosionek-Schweda, Magdalena - In: Finance research letters 67 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015061428
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Investigation of market impacts of arbitrage trading between an ETF and its underlying assets using an agent-based simulation
Yagi, Isao; Guan, Xin; Mizuta, Takanobu - In: Finance research letters 67 (2024) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10015062573
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Can precious metals hedge the risks of Sino-US political relation? : evidence from Toda-Yamamoto causality test in quantiles
Cai, Yifei; Chang, Hao Wen; Xiang, Feiyun; Chang, Tsangyao - In: Finance research letters 58 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014581372
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Evaluating time-varying granger causality between US-China political relation changes and China stock market
Cai, Yifei; Chang, Hao Wen; Chang, Tsangyao - In: Finance research letters 55 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014473301
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The impact of North Korean nuclear threat on stock market linkages in Northeast Asia : the case of South Korea, China, and Japan
Lee, Geesun - In: Finance research letters 66 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015061190
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A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti; Borenstein, Denis - In: Finance research letters 24 (2018), pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
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Financial instability in Europe : does geopolitical risk from proximate countries and trading partners matter?
Liu, Jiahao; Shen, Wenyu - In: Finance research letters 66 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015057726
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Stock market volatility and Russia-Ukraine conflict
Wu, Feng-lin; Zhan, Xu-dong; Zhou, Jia-qi; Wang, Ming-hui - In: Finance research letters 55 (2023) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10014473312