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Forecasting foreign exchange rates using idiosyncratic volatility
Guo, Hui; Savickas, Robert - In: Journal of banking & finance 32 (2008) 7, pp. 1322-1332
Persistent link: https://www.econbiz.de/10003749216
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A note on the determinants of unexpected exchange rate movements
Cavaglia, Stefano M.; Wolff, Christiaan Cornelis Petrus - In: Journal of banking & finance 20 (1996) 1, pp. 179-188
Persistent link: https://www.econbiz.de/10001193524
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The effects of war risk on US financial markets
Rigobón, Roberto; Sack, Brian - In: Journal of banking & finance 29 (2005) 7, pp. 1769-1789
Persistent link: https://www.econbiz.de/10002817463
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Is gold a safe haven or a hedge for the US dollar? : implications for risk management
Reboredo, Juan Carlos - In: Journal of banking & finance 37 (2013) 8, pp. 2665-2676
Persistent link: https://www.econbiz.de/10009776518
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Unraveling the complex interrelationships between exchange rates and fundamentals
Murphy, Austin; Zhu, Yun - In: Journal of banking & finance 32 (2008) 6, pp. 1150-1160
Persistent link: https://www.econbiz.de/10003733845
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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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A note on the performmance of foreign exchange forecasters in a portfolio framework
Marsh, Ian - In: Journal of banking & finance 20 (1996) 3, pp. 605-613
Persistent link: https://www.econbiz.de/10001197031
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Can implied volatility predict returns on the currency carry trade?
Egbers, Tom; Swinkels, Laurens - In: Journal of banking & finance 59 (2015), pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
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Unemployment fluctuations and the predictability of currency returns
Nucera, Federico - In: Journal of banking & finance 84 (2017), pp. 88-106
Persistent link: https://www.econbiz.de/10011816838
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Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 28 (2004) 10, pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147