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Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets
Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410
Persistent link: https://www.econbiz.de/10003765132
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Real effective exchange rate volatility and growth: A framework to measure advantages of flexibility vs. costs of volatility
Bagella, Michele; Becchetti, Leonardo; Hasan, Iftekhar - In: Journal of banking & finance 30 (2006) 4, pp. 1149-1169
Persistent link: https://www.econbiz.de/10003310239
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Interventions in the yen-dollar spot market: a story of price, volatility and volume
Kim, Suk-Joong; Sheen, Jeffrey R. - In: Journal of banking & finance 30 (2006) 11, pp. 3191-3214
Persistent link: https://www.econbiz.de/10003386444
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Volatility transmission in emerging European foreign exchange markets
Bubák, Vít; Kočenda, Evžen; Žikeš, Filip - In: Journal of banking & finance 35 (2011) 11, pp. 2829-2841
Persistent link: https://www.econbiz.de/10009373151
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A cyclical model of exchange rate volatility
Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih - In: Journal of banking & finance 35 (2011) 11, pp. 3055-3064
Persistent link: https://www.econbiz.de/10009374618
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Exchange rate volatility across financial crises
Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - In: Journal of banking & finance 35 (2011) 11, pp. 3010-3018
Persistent link: https://www.econbiz.de/10009374634
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Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan; Chien, Chih-Chung; Chang, Ming-Jen - In: Journal of banking & finance 36 (2012) 2, pp. 597-612
Persistent link: https://www.econbiz.de/10009511764
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Pricing currency derivatives under the benchmark approach
Baldeaux, Jan; Grasselli, Martino; Platen, Eckhard - In: Journal of banking & finance 53 (2015), pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
Ederington, Louis H.; Guan, Wei - In: Journal of banking & finance 37 (2013) 9, pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417