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Prospect theory and currency returns : empirical evidence
Xu, Qi; Kozhan, Roman; Taylor, Mark P. - 2020
Persistent link: https://www.econbiz.de/10012305711
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Announcement effects on exchange rate movements : continuity as a selection criterion among the REE
Bask, Mikael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332825
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Announcement effects on exchange rates
Bask, Mikael - In: International journal of finance & economics : IJFE 14 (2009) 1, pp. 64-84
Persistent link: https://www.econbiz.de/10003807481
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The global factor structure of exchange rates
Korsaye, Sofonias Alemu; Trojani, Fabio; Vedolin, Andrea - In: Journal of financial economics 148 (2023) 1, pp. 21-46
Persistent link: https://www.econbiz.de/10014282382
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Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals
Giorgianni, Lorenzo - 1999
This paper presents a method to test the volatility predictions of the textbook asset-pricing exchange rate model, which imposes minimal structure on the data and does not commit to a choice of exchange rate “fundamentals.” Our method builds on existing tests of excess volatility in asset...
Persistent link: https://www.econbiz.de/10014400941
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Exchange rate and risk premium conversion on interest rate markets
Sahut, Jean-Michel; Mili, Medhi - In: International journal of business 13 (2008) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10003703060
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The effect of exchange rate risk on the conditional relationship between beta risk and return in international equity markets
Sandoval, Eduardo; Vásquez, Arturo - In: The international journal of business and finance … 2 (2008) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10003951974
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim; Hacker, Scott - In: Applied financial economics 23 (2013) 13/15, pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
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Understanding foreign exchange option returns : the information content of volatility
Kermiche, Lamya; Dupuy, Philippe - In: The journal of applied business research 32 (2016) 2, pp. 439-448
Persistent link: https://www.econbiz.de/10011500530