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Exchange rate uncertainty, forward contracts, and international portfolio selection

Eun, Cheol S. - In: The journal of finance : the journal of the American … 43 (1988) 1, pp. 197-215

Persistent link: https://www.econbiz.de/10001057970

Currency factor in international portfolio diversification

Eun, Cheol S. - In: The Columbia journal of world business : publ. … 20 (1985) 2, pp. 45-53

Persistent link: https://www.econbiz.de/10001026102

International equity investment with selective hedging strategies

Eun, Cheol S. - In: Journal of international financial markets, … 7 (1997) 1, pp. 21-42

Persistent link: https://www.econbiz.de/10001230303

Investment intensity of currencies and the random walk hypothesis : cross-currency evidence

Chuluun, Tuugi; Eun, Cheol S.; Kiliç, Rehim - In: Journal of banking & finance 35 (2011) 2, pp. 372-387

Persistent link: https://www.econbiz.de/10009244288

Currency competition between the dollar and euro : evidence from exchange rate behaviors

Eun, Cheol S.; Kim, Soo-hyun; Lee, Kyuseok - In: Finance research letters 12 (2015), pp. 100-108

Persistent link: https://www.econbiz.de/10011552274

Forecasting exchange rates : Do banks know better?

Eun, Cheol S.; Sabherwal, Sanjiv - In: Global finance journal 13 (2002) 2, pp. 195-215

Persistent link: https://www.econbiz.de/10001745922

Forecasting exchange rates with learning : Kalman filter versus martingale

Eun, Cheol S. - In: Advances in investment analysis and portfolio … 1 (1991), pp. 13-24

Persistent link: https://www.econbiz.de/10001134304

Investment Intensity of Currencies and the Random Walk Hypothesis : Cross-Currency Evidence

Chuluun, Tuugi - 2015

This paper studies the cross-currency and temporal variations in the random walk behavior in exchange rates. We characterize currencies with relatively large investment flows as investment intensive and conjecture that the more investment intensive a currency is, the closer its exchange rate...

Persistent link: https://www.econbiz.de/10013032829