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Currency excess returns and global downside market risk
Atanasov, Victoria; Nitschka, Thomas - In: Journal of international money and finance 47 (2014), pp. 268-285
Persistent link: https://www.econbiz.de/10010464017
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Risk and Return in Retail Forex
Karbalaee, Ali - 2013
Retail Forex as an online CFD market is generally known as a high risk area for traders. This study is focused on …, and Control, plus Market risks. Value at Risk and Moving Standardizations are applied due to market risk and risk of loss … indicating that Market Risk is the main risk in Retail Forex, while market risk is mostly depended to market volatilities. Also …
Persistent link: https://www.econbiz.de/10013083734
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Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana; Kashif, Muhammad; Ur Rehman, Mobeen; … - In: International review of financial analysis 91 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2005
Persistent link: https://www.econbiz.de/10003586300
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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Can time-varying risk premiums explain the excess returns in the interest rate parity condition?
Aysun, Uluc; Lee, Sanglim - In: Emerging markets review 18 (2014), pp. 78-100
Persistent link: https://www.econbiz.de/10010417528
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Forward discount dynamics in integrated markets
Aguirre, Maria Sophia - In: International review of economics & finance : IREF 8 (1999) 1, pp. 87-104
Persistent link: https://www.econbiz.de/10001427831
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Modelling the frequency and severity of extreme exchange rate returns
Hsieh, Ping-hung - In: Journal of forecasting 20 (2001) 7, pp. 485-499
Persistent link: https://www.econbiz.de/10001626331
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An explanation for the compass rose pattern
Gleason, Kimberly; Lee, Chun I.; Mathur, Iqbal - In: Economics letters 68 (2000) 2, pp. 127-133
Persistent link: https://www.econbiz.de/10001485046
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The time variation of expected returns and volatility in foreign-exchange markets
Bekaert, Geert - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 397-408
Persistent link: https://www.econbiz.de/10001190299