Narrow search
Showing 1 - 10 of 16,750
Cover Image
Variance risk premium and expected currency return : the story is different at the tails of the distribution
Sahin, Baki Cem - In: Spanish journal of finance & accounting : the official … 50 (2021) 4, pp. 409-422
Persistent link: https://www.econbiz.de/10012649519
Cover Image
Can risk-rebalancing explain the negative correlation between stock return differential and currency? : or, does source status drive it?
Ülkü, Numan; Fatullayev, Sabutay; Diachenko, Daria - In: Journal of financial markets 27 (2016), pp. 28-54
Persistent link: https://www.econbiz.de/10011722217
Cover Image
Uncovered return parity : equity returns and currency returns
Djeutem, Edouard; Dunbar, Geoffrey R. - 2018
between the US dollar and six countries (Australia, Canada, Japan, Norway, Switzerland and the UK) at the monthly frequency …
Persistent link: https://www.econbiz.de/10011844179
Cover Image
Impact of TED spread, bond spread, and implied volatility on stock market returns, oil prices, home prices and exchange rates
Dania, Akash; Malhotra, Davinder Kumar - In: International journal of bonds and derivatives 2 (2016) 4, pp. 329-343
Persistent link: https://www.econbiz.de/10011807737
Cover Image
Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
Persistent link: https://www.econbiz.de/10011376190
Cover Image
Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
, credit default swap (CDS) market and foreign exchange market for three countries: Korea, the US and Japan. Using the …
Persistent link: https://www.econbiz.de/10011572873
Cover Image
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
Cover Image
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
Cover Image
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael; Su, Chen; Huang, Winifred; Lai, Baoying - In: The European journal of finance 27 (2021) 17, pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Cover Image
Currency jumps, Euribor-OIS spreads and the volatility skew : a study on the dollar-euro crash risk of 2007-2015
Wong, Alfred Y. - In: Finance research letters 29 (2019), pp. 7-16
Persistent link: https://www.econbiz.de/10012417533