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Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?
Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex - In: The journal of futures markets 35 (2015) 12, pp. 1103-1116
Persistent link: https://www.econbiz.de/10011546229
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Foreign-exchange trading volume and Federal Reserve intervention
Chaboud, Alain; LeBaron, Blake Dean - In: The journal of futures markets 21 (2001) 9, pp. 851-860
Persistent link: https://www.econbiz.de/10001595311
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Predicting spot exchange rates in a nonlinear estimation framework using futures prices
Parhizgari, Ali M. - In: The journal of futures markets 17 (1997) 8, pp. 935-956
Persistent link: https://www.econbiz.de/10001232833
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The predictive power of implied stochastic variance from currency options
Guo, Dajiang - In: The journal of futures markets 16 (1996) 8, pp. 915-942
Persistent link: https://www.econbiz.de/10001209792
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Trade dificit announcements and exchange rate volatility : evidence from the spot and futures markets
Sultan, Jahangir - In: The journal of futures markets 14 (1994) 4, pp. 379-404
Persistent link: https://www.econbiz.de/10001169793
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Information flow between forward and spot markets : evidence from the Chinese Renminbi
Tong, Jiadong; Wang, Zijun; Yang, Jian - In: The journal of futures markets 36 (2016) 7, pp. 695-718
Persistent link: https://www.econbiz.de/10011568547
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A new look at the forward premium "puzzle"
Al-Zoubi, Haitham A. - In: The journal of futures markets 31 (2011) 7, pp. 599-628
Persistent link: https://www.econbiz.de/10009009215
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The relationship between currency carry trades and US stocks
Tse, Yiuman; Zhao, Lin - In: The journal of futures markets 32 (2012) 3, pp. 252-271
Persistent link: https://www.econbiz.de/10010218772
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A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
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Contagion or flight-to-quality? : the linkage between oil price and the US dollar based on the local Gaussian approach
Ming, Lei; Shen, Yao; Yang, Shenggang; Dong, Minyi - In: The journal of futures markets 42 (2022) 4, pp. 722-750
Persistent link: https://www.econbiz.de/10013187583