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Dollar Carry Timing
de Oliveira Souza, Thiago - 2021
Dollar carry trade risk premiums – unlike dollar-neutral or foreign exchange carry risk premiums – are positively correlated with firm-level dispersions in investment, profitability, and book-to-market in addition to the Treasury-bill rate, long term bond yield, term spread, and default...
Persistent link: https://www.econbiz.de/10013242629
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Dollar Carry Timing
de Oliveira Souza, Thiago - 2021
Dollar carry trade risk premiums - unlike dollar-neutral or foreign exchange carry risk premiums - are positively correlated with firm-level dispersions in investment, profitability, and book-to-market in addition to the Treasury-bill rate, long term bond yield, term spread, and default spread....
Persistent link: https://www.econbiz.de/10013242806
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Evolutionary money management
Saks, Philip; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 3 ; …, (pp. 169-190). 2010
Persistent link: https://www.econbiz.de/10009514538
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US dollar,euro exchange rate : a monthly econometric model for forecasting
Sartore, Domenico; Trevisan, Lucia; Trova, Michele; … - In: The European journal of finance 8 (2002) 4, pp. 480-501
Persistent link: https://www.econbiz.de/10001780684
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Tracking the Euro's progress
Chinn, Menzie David; Alquist, Ron - In: International finance 3 (2000) 3, pp. 357-373
Persistent link: https://www.econbiz.de/10001569211
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Taux de change, aléas réels et volatilité
Artus, Patrick - 1999
Persistent link: https://www.econbiz.de/10001414633
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Modeling of stochastic volatility to validate IDR anchor currency
Nugroho, Didit B.; Mahatma, Tundjung; Pratomo, Yulius - In: Gadjah Mada international journal of business 20 (2018) 2, pp. 165-185
Persistent link: https://www.econbiz.de/10011982560
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On the historical exchange rates Euro/US Dollar
Vadillo, Fernando - In: Computational economics 48 (2016) 3, pp. 463-472
Persistent link: https://www.econbiz.de/10011712513
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How Stable are Monetary Models of the Dollar-Euro Exchange Rate? A Time-Varying Coefficient Approach
Beckmann, Joscha; Belke, Ansgar Hubertus; Kuehl, Michael - 2009
exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro …
Persistent link: https://www.econbiz.de/10014201977