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Endogenous exchange rate volatility, trading volume and interest rate differentials in a model of portfolio selection

Hagiwara, May; Herce, Miguel A. - In: Review of international economics 7 (1999) 2, pp. 202-218

Persistent link: https://www.econbiz.de/10001413521

Exchange rate volatility, trading volume and interest rate differential in a model of portfolio selection

Hagiwara, May; Herce, Miguel A. - 1994

Persistent link: https://www.econbiz.de/10000914330

Jumps in foreign exchange rates and stochastic unwinding of carry trades

Nirei, Makoto; Sushko, Vladyslav - In: International review of economics & finance : IREF 20 (2011) 1, pp. 110-127

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Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data

Degiannakis, Stavros; Potamia, Artemis - In: International review of financial analysis 49 (2017), pp. 176-190

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Speculative Investment and Risk Management of Bitcoin Exchange Rate Returns

Bueno, Pedro - 2017

Since its launch in 2008, Bitcoin becomes one of the most successful and fast-growing alternative currencies. As of 2017, the market capitalization is around $46 billions and arguably expected to continue growing. The Bitcoin to the US dollar exchange rate has been very volatile and fluctuating...

Persistent link: https://www.econbiz.de/10012950459