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The pricing of foreign exchange risk : evidence from ADRs
Liang, Youguo - In: International review of economics & finance : IREF 5 (1996) 4, pp. 377-385
Persistent link: https://www.econbiz.de/10001214460
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Nonlinear dependencies and chaos in the bilateral exchange rate of the dollar
Adrangi, Bahram; Allender, Mary Elizabeth; Chatrath, Arjun - In: International business and economics research journal 9 (2010) 3, pp. 85-95
Persistent link: https://www.econbiz.de/10008858748
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Currency jumps, cojumps and the role of macro news
Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; … - In: Journal of international money and finance 40 (2014), pp. 42-62
Persistent link: https://www.econbiz.de/10010240008
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The cointegration experience of Eastern currencies : evidence from the 1980s
Chaudhry, Mukesh - In: Finance India : the quarterly journal of Indian … 10 (1996) 1, pp. 49-59
Persistent link: https://www.econbiz.de/10001204975
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Information and volatility in futures and spot markets : the case of Japanese Yen
Song, Frank M.; Chatrath, Arjun - 1997
Persistent link: https://www.econbiz.de/10000977581
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Channels of influence among Eastern currencies : evidence from the post-Plaza Accord era
Chatrath, Arjun - In: Journal of business and economic perspectives 20 (1994) 2, pp. 119-127
Persistent link: https://www.econbiz.de/10001187886