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Asymmetry and downside risk in foreign exchange markets
Bond, Shaun A.; Satchell, Stephen - In: The European journal of finance 12 (2006) 4, pp. 313-332
Persistent link: https://www.econbiz.de/10003338137
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International asset returns and exchange rates
Li, Yuming; Zhong, Maosen - In: The European journal of finance 15 (2009) 3/4, pp. 263-285
Persistent link: https://www.econbiz.de/10003875448
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Testing for structural changes in exchange rates' dependence beyond linear correlation
Dias, Alexandra; Embrechts, Paul - In: The European journal of finance 15 (2009) 7/8, pp. 619-637
Persistent link: https://www.econbiz.de/10003924421
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Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
Bouyé, Eric; Salmon, Mark H. - In: The European journal of finance 15 (2009) 7/8, pp. 721-750
Persistent link: https://www.econbiz.de/10003924430
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Exchange rate exposure in the pre- and post-Euro periods : evidence from Finland
Koutmos, Gregory; Knif, Johan - In: The European journal of finance 17 (2011) 7/8, pp. 661-674
Persistent link: https://www.econbiz.de/10009509838
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Is value creation consistent with currency hedging?
Búa, Milagros Vivel; Otero-González, Luis; Fernández … - In: The European journal of finance 21 (2015) 10/12, pp. 912-945
Persistent link: https://www.econbiz.de/10011301963
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The determinants of foreign exchange hedging in Alternative Investment Market firms
Marshall, Andrew P.; Kemmitt, Martin; Pinto, Helena - In: The European journal of finance 19 (2013) 1/2, pp. 89-111
Persistent link: https://www.econbiz.de/10009733294
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High-frequency information content in end-user foreign exchange order flows
Marsh, Ian; Miao, Teng - In: The European journal of finance 18 (2012) 9/10, pp. 865-884
Persistent link: https://www.econbiz.de/10009691776
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Foreign debt as a hedging instrument of exchange rate risk : a new perspective
González, Luis Otero; Búa, Milagros Vivel; López, … - In: The European journal of finance 16 (2010) 7, pp. 677-710
Persistent link: https://www.econbiz.de/10008759398
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The information content of risk-neutral densities : tests based on Hungarian currency option-implied densities
Csávás, Csaba - In: The European journal of finance 16 (2010) 7, pp. 657-676
Persistent link: https://www.econbiz.de/10008759415