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1
The Thursday effect of the forward premium puzzle
Ding, Liang
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 302-318
Persistent link: https://www.econbiz.de/10009486120
Saved in:
2
Essays on the asset-market approach to exchange rates
Engel, Charles Mitchell
-
1983
Persistent link: https://www.econbiz.de/10002118628
Saved in:
3
Why smiles exist in foreign exchange options markets : isolating components of the risk neutral process
Tompkins, Robert G.
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 583-603
Persistent link: https://www.econbiz.de/10003382854
Saved in:
4
Major currency ETFs and their associated spot and futures rates
Padungsaksawasdi, Chaiyuth
;
Parhizgari, Ali M.
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011779032
Saved in:
5
Equity risk premia and the pricing of foreign exchange risk
Korajczyk, Robert A.
;
Viallet, Claude J.
-
1990
Persistent link: https://www.econbiz.de/10000791470
Saved in:
6
Equity Risk Premia and the Pricing of Foreign Exchange Risk
Korajczyk, Robert A.
-
2011
equity markets using the Arbitrage Pricing
Theory
. If returns on well-diversified equity portfolios explain movements in …
Persistent link: https://www.econbiz.de/10013119670
Saved in:
7
The information effect of order flows in foreign currency futures and spot markets
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004
Saved in:
8
Predicting returns on asset markets of a small, open economy and the influence of global risks
Haab, David R.
;
Nitschka, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011794321
Saved in:
9
Dynamic relations between stock returns and exchange rate changes
Inci, Ahmet Can
;
Lee, Bong-soo
- In:
European financial management : the journal of the …
20
(
2014
)
1
,
pp. 71-106
Persistent link: https://www.econbiz.de/10010248858
Saved in:
10
Asset price based estimates of sterling exchange rate risk premia
Groen, Jan J. J.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002811030
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