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Peg abandonment and cross-currency contagion
Balke, Florian; Barth, Andreas; Reichel, Arne; … - In: Management science : journal of the Institute for … 70 (2024) 8, pp. 5599-5606
Persistent link: https://www.econbiz.de/10015047182
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Hedging with an edge : parametric currency overlay
Barroso, Pedro; Reichenecker, Jurij-Andrei; Menichetti, … - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 669-689
Persistent link: https://www.econbiz.de/10012821248
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Optimal and naive diversification in currency markets
Ackermann, Fabian; Pohl, Walter; Schmedders, Karl - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3347-3360
Persistent link: https://www.econbiz.de/10011760492
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Exchange rates and sovereign risk
Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
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Why fixed costs matter for proof-of-work–based cryptocurrencies
Garratt, Rod; Oordt, Maarten R. C. van - In: Management science : journal of the Institute for … 69 (2023) 11, pp. 6482-6507
Persistent link: https://www.econbiz.de/10014435370
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The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.; Heston, Steven L.; Jacobs, Kris - In: Management science : journal of the Institute for … 55 (2009) 12, pp. 1914-1932
Persistent link: https://www.econbiz.de/10003928488
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Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo; Da, Zhi; Zurita, Virgilio - In: Management science : journal of the Institute for … 70 (2024) 3, pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
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The ability of global stock exchange mechanisms to mitigate home bias : evidence from Euronext
Pownall, Grace; Vulcheva, Maria; Wang, Xue - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1655-1676
Persistent link: https://www.econbiz.de/10010399511
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Global equity correlation in international markets
Bae, Joon Woo; Elkamhi, Redouane - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 7262-7289
Persistent link: https://www.econbiz.de/10012703827
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Currency factors
Aloosh, Arash; Bekaert, Geert - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4042-4064
Persistent link: https://www.econbiz.de/10013369016