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Intraday Patterns in Foreign Exchange Returns and Realized Volatility
Zhang, Hao - 2018
foreign exchange returns are significantly related to realized volatility, which reflects risk attributable to order flow and …
Persistent link: https://www.econbiz.de/10014115465
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Aggregate trading behaviour of technical models and the yen-dollar exchange rate 1976 - 2007
Schulmeister, Stephan - 2008
Persistent link: https://www.econbiz.de/10003852166
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Profitability of technical currency speculation : the case of yen-dollar trading 1976 - 2007
Schulmeister, Stephan - 2008
Persistent link: https://www.econbiz.de/10003852167
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Aggregate trading behaviour of technical models and the yen/dollar exchange rate : 1976- 2007
Schulmeister, Stephan - In: Japan and the world economy : international journal of … 21 (2009) 3, pp. 270-279
Persistent link: https://www.econbiz.de/10003881986
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Aggregate trading behavior of technical models and the yen/dollar exchange rate
Schulmeister, Stephan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003568258
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Aggregate Trading Behaviour of Technical Models and the Yen/Dollar Exchange Rate 1976-2007
Schulmeister, Stephan - 2010
fluctuations of the yen-dollar exchange rate. I show first that these models would have exploited exchange rate trends quite …
Persistent link: https://www.econbiz.de/10013135725
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The causal nexus between stock and foreign exchange markets in India
Sakthivel, P.; Kamaiah, Bandi - In: The Indian economic journal 59 (2011) 3, pp. 110-117
Persistent link: https://www.econbiz.de/10009748240
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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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Intraday patterns in FX returns and order flow
Breedon, Francis J.; Ranaldo, Angelo - 2012
Using a comprehensive high-frequency foreign exchange dataset, we present evidence of time-of-day effects in foreign … pattern across a range of currencies and time zones. We also find that this pattern is reflected in order flow and suggest …
Persistent link: https://www.econbiz.de/10009521479