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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762

Is intraday data useful for forecasting VaR? : the evidence from EUR/PLN exchange rate

Będowska-Sójka, Barbara - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 4, pp. 326-346

Persistent link: https://www.econbiz.de/10011962183

Variance risk premiums and the forward premium puzzle

Londono, Juan M.; Zhou, Hao - In: Journal of financial economics 124 (2017) 2, pp. 415-440

Persistent link: https://www.econbiz.de/10011751455

Do foreign exchange return regressions convey useful information on return predictability?

Moon, Seongman; Velasco, Carlos - In: Revista de economía aplicada : REA 25 (2017) 73, pp. 5-19

Persistent link: https://www.econbiz.de/10012261655

Is oil risk important for commodity-related currency returns?

Yin, Libo; Su, Zhi; Lu, Man - In: Research in international business and finance 60 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013412450

Can information on the distribution of ZAR returns be used to improve SARB's ZAR forecasts?

Greenwood-Nimmo, Matthew; Steenkamp, Daan; Van … - 2022

Persistent link: https://www.econbiz.de/10013380732

Intraday patterns in FX returns and order flow

Breedon, Francis J.; Ranaldo, Angelo - 2012

Using a comprehensive high-frequency foreign exchange dataset, we present evidence of time-of-day effects in foreign exchange returns through a significant tendency for currencies to depreciate during local trading hours. We confirm this pattern across a range of currencies and time zones. We...