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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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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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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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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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Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
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Foreign exchange risk pricing and equity market segmentation in Africa
Kodongo, Odongo; Ojah, Kalu - In: Journal of banking & finance 35 (2011) 9, pp. 2295-2310
Persistent link: https://www.econbiz.de/10009247222
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How do exchange rates co-move? : a study on the currencies of five inflation-targeting countries
Li, Xiaoming - In: Journal of banking & finance 35 (2011) 2, pp. 418-429
Persistent link: https://www.econbiz.de/10009244283
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The joint response of stock and foreign exchange markets to macroeconomic surprises : using US and Japanese data
Mun, Kyung-chun - In: Journal of banking & finance 36 (2012) 2, pp. 383-394
Persistent link: https://www.econbiz.de/10009511315
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Developing a stress testing framework based on market risk models
Alexander, Carol; Sheedy, Elizabeth A. - In: Journal of banking & finance 32 (2008) 10, pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
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Financial dollarization : short-run determinants in transition economies
Neanidis, Kyriakos C.; Savva, Christos S. - In: Journal of banking & finance 33 (2009) 10, pp. 1860-1873
Persistent link: https://www.econbiz.de/10003886792