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Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew; Bagnarosa, Guillaume; Peters, Gareth - In: Journal of international money and finance 73 (2017), pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
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Distribution of parallel exchange rates in African countries
Fofack, Hippolyte; Nolan, John P. - In: Journal of international money and finance 20 (2001) 7, pp. 987-1001
Persistent link: https://www.econbiz.de/10001637066
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Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold; Stoja, Evarist - In: Journal of international money and finance 44 (2014), pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
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Can credit spreads help predict a yield curve?
Abdymomunov, Azamat; Kang, Kyu Ho; Kim, Ki Jeong - In: Journal of international money and finance 64 (2016), pp. 39-61
Persistent link: https://www.econbiz.de/10011668377
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On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.; Shittu, Olanrewaju I.; Yaya, … - In: Journal of international money and finance 40 (2014), pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
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Testing for multiple regimes in the tail behavior of emerging currency returns
Candelon, Bertrand; Straetmans, Stefan - In: Journal of international money and finance 25 (2006) 7, pp. 1187-1205
Persistent link: https://www.econbiz.de/10003394359
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Pricing multivariate contingent claims using estimated risk-neutral density functions
Rosenberg, Joshua V. - In: Journal of international money and finance 17 (1998) 2, pp. 229-247
Persistent link: https://www.econbiz.de/10001246609
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The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang - In: Journal of international money and finance 133 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
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Latent fragility : conditioning banks' joint probability of default on the financial cycle
Bochmann, Paul; Hiebert, Paul; Schüler, Yves; … - In: Journal of international money and finance 146 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015075903
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Volatility impulse responses for multivariate GARCH models : an exchange rate illustration
Hafner, Christian M.; Herwartz, Helmut - In: Journal of international money and finance 25 (2006) 5, pp. 719-740
Persistent link: https://www.econbiz.de/10003404968