Similar Search Results

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - In: The review of financial studies 35 (2022) 11, pp. 5185-5227

Persistent link: https://www.econbiz.de/10013400160

Downsized FX markets: causes and implications

Moore, Michael; Schrimpf, Andreas; Sushko, Vladyslav - In: BIS quarterly review : international banking and … (2016), pp. 35-51

Persistent link: https://www.econbiz.de/10011644069

FX strategies in periods of distress

Gyntelberg, Jacob; Schrimpf, Andreas - In: BIS quarterly review : international banking and … (2011), pp. 29-40

Persistent link: https://www.econbiz.de/10009419357

Currency momentum strategies

Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2012

Persistent link: https://www.econbiz.de/10009502371

Carry trades and global foreign exchange volatility

Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 681-718

Persistent link: https://www.econbiz.de/10009533994

Currency momentum strategies

Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2011

Persistent link: https://www.econbiz.de/10009536947

Currency momentum strategies

Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: Journal of financial economics 106 (2012) 3, pp. 660-684

Persistent link: https://www.econbiz.de/10009710153

The anatomy of the global FX market through the lens of the 2013 Triennial Survey

Rime, Dagfinn; Schrimpf, Andreas - In: BIS quarterly review : international banking and … (2013), pp. 27-43

Persistent link: https://www.econbiz.de/10010226801

Carry trades and global foreign exchange volatility

Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2011

Persistent link: https://www.econbiz.de/10008990031

Foreword : OTC Foreign Exchange and Interest Rate Derivatives Markets Through the Prism of the Triennial Survey

McGuire, Patrick; Schrimpf, Andreas; Tarashev, Nikola - 2023

Five articles in this special edition of the BIS Quarterly Review provide new insights about foreign exchange (FX) and over-the-counter derivatives markets by drawing on the data compiled in the 2022 BIS Triennial Central Bank Survey. In the FX space, an accelerating shift towards less "visible"...

Persistent link: https://www.econbiz.de/10014349351