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Common factors and local factors : implications for term structures and exchange rates
Ahn, Dong-Hyun - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 69-102
Persistent link: https://www.econbiz.de/10001988559
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Non-informative tests of the unbiased forward exchange rate
Barnhart, Scott W.; McNown, Robert F.; Wallace, Myles Stuart - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 265-291
Persistent link: https://www.econbiz.de/10001436322
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The pricing of exchange rate risk in the stock market
Jorion, Philippe - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001113531
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The effects of macroeconomic news on high frequency exchange rate behavior
Almeida, Alvaro - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10001251498
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Investor sentiment and employment
Montone, Maurizio; Zwinkels, Remco C. J. - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 5, pp. 1581-1618
Persistent link: https://www.econbiz.de/10012244276
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Foreign acquisition and credit risk : evidence from the U.S. CDS market
Yilmaz, Umit - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1734-1767
Persistent link: https://www.econbiz.de/10014309627
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Macroeconomic news, order flows, and exchange rates
Love, Ryan; Payne, Richard - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 467-488
Persistent link: https://www.econbiz.de/10003729141
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Mean reversion in G-10 nominal exchange rates
Sweeney, Richard J. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 685-708
Persistent link: https://www.econbiz.de/10003374655
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Affine models of the joint dynamics of exchange rates and interest rates
Anderson, Bing; Hammond, Peter J.; Ramezani, Cyrus A. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1341-1365
Persistent link: https://www.econbiz.de/10008907330
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Inflation and foreign exchange rates under production and monetary uncertainty : discussion
Agmon, Tamir - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 4, pp. 969-971
Persistent link: https://www.econbiz.de/10001801580