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On the short-term predictability of exchange rates : a BVAR time-varying parameters approach
Sarantis, Nicholas - In: Journal of banking & finance 30 (2006) 8, pp. 2257-2279
Persistent link: https://www.econbiz.de/10003355791
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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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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 short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu; Liu, Xiaochun - In: Journal of banking & finance 116 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
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Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael; Neely, Christopher J. - In: Journal of banking & finance 31 (2007) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10003421167
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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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Foreign exchange exposure and analysts' earnings forecasts
Yusoff, Iliyas; Chen, Chen; Lai, Karen; Naiker, Vic; … - In: Journal of banking & finance 146 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014248219
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Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin - In: Journal of banking & finance 136 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
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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