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Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
Kočenda, Evžen; Moravcová, Michala - In: Journal of international financial markets, … 58 (2019), pp. 42-64
Persistent link: https://www.econbiz.de/10012127823
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A comparative analysis of the dynamic relationship between oil prices and exchange rates
Turhan, M. Ibrahim; Sensoy, Ahmet; Hacihasanoglu, Erk - In: Journal of international financial markets, … 32 (2014), pp. 397-414
Persistent link: https://www.econbiz.de/10011299783
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The dynamics of exchange rate volatility : a panel VAR approach
Grossmann, Axel; Love, Inessa; Orlov, Alexei G. - In: Journal of international financial markets, … 33 (2014), pp. 1-27
Persistent link: https://www.econbiz.de/10011299874
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Long memory in foreign exchange rates revisited
Tschernig, Rolf - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 53-78
Persistent link: https://www.econbiz.de/10001508144
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Information arrivals and intraday exchange rate volatility
Chang, Yuanchen; Taylor, Stephen - In: Journal of international financial markets, … 13 (2003) 2, pp. 85-112
Persistent link: https://www.econbiz.de/10001950036
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Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - In: Journal of international financial markets, … 13 (2003) 2, pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
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Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Baillie, Richard; Cecen, A. A.; Erkal, Cahit; Han, … - In: Journal of international financial markets, … 14 (2004) 5, pp. 401-418
Persistent link: https://www.econbiz.de/10002186598
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Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J. - In: Journal of international financial markets, … 19 (2009) 1, pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
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Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos - In: Journal of international financial markets, … 22 (2012) 5, pp. 1091-1109
Persistent link: https://www.econbiz.de/10010220182
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Central bank intervention and exchange rates : the case of Sweden
Aguilar, Javiera; Nydahl, Stefan - In: Journal of international financial markets, … 10 (2000) 3/4, pp. 303-322
Persistent link: https://www.econbiz.de/10001532757