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Equilibrium exchange rates in Central and Eastern Europe: a meta-regression analysis
Égert, Balázs; Halpern, László - In: Journal of banking & finance 30 (2006) 5, pp. 1359-1374
Persistent link: https://www.econbiz.de/10003319324
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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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Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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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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Skewness in financial returns
Peiró, Amado - In: Journal of banking & finance 23 (1999) 6, pp. 847-862
Persistent link: https://www.econbiz.de/10001379080
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Risk-adjusted return managed carry trade
Dupuy, Philippe - In: Journal of banking & finance 129 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
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Portfolio reallocation and exchange rate dynamics
Ding, Liang; Ma, Jun - In: Journal of banking & finance 37 (2013) 8, pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107
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Flight-to-quality and correlation between currency and stock returns
Cho, Jin-Wan; Choi, Joung Hwa; Kim, Taeyong; Kim, Woojin - In: Journal of banking & finance 62 (2016), pp. 191-212
Persistent link: https://www.econbiz.de/10011634118
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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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Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng; Li, Gang - In: Journal of banking & finance 156 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014487208