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Zhang, Shaojun - 2020

This paper shows that currency momentum, which cannot be explained by carry and dollar factors, summarizes the autocorrelation of these factors. Carry and dollar factors are strongly autocorrelated and only earn significantly positive excess returns following positive factor returns. Currency...

Persistent link: https://www.econbiz.de/10012244553

The impact of oil revenue shocks on the volatility of Iran's stock market return

Davoudi, Sina; Fazlzadeh, Alireza; Fallahi, Firouz; … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 2, pp. 102-110

Persistent link: https://www.econbiz.de/10011861839

Interest rate and exchange rate exposure of portfolio stock returns : does the financial crisis matter?

Dwumfour, Richard Adjei; Addy, Naa Adokarley - In: Journal of African business 20 (2019) 3, pp. 339-357

Persistent link: https://www.econbiz.de/10012180403

Was Italy ever on gold?

Tattara, Giuseppe - In: Monetary standards in the periphery : paper, silver and …, (pp. 18-68). 2000

Persistent link: https://www.econbiz.de/10001552177

Three essays on international transmission mechanism, volatility and spillovers on American Depositary Receipt returns

Verma, Priti - 2005

Persistent link: https://www.econbiz.de/10003966031

Can global bond fund managers generate alpha using currency volatility?

Konstantinov, Gueorgui - In: International journal of bonds and derivatives 1 (2014) 2, pp. 111-133

Persistent link: https://www.econbiz.de/10011312444

QE : a successful start may be running into diminshing returns

Goodhart, Charles A. E.; Ashworth, Jonathan P. - In: Oxford review of economic policy 28 (2012) 4, pp. 640-670

Persistent link: https://www.econbiz.de/10009727403

Stock market returns and exchange rate movements in a multiple currency economy : the case of Zimbabwe

Sibanda, Mabutho - In: Journal of economic and financial sciences 8 (2015) 3, pp. 742-752

Persistent link: https://www.econbiz.de/10011520269

The economic value of volatility timing with realized jumps

Nolte, Ingmar; Xu, Qi - In: Journal of empirical finance 34 (2015), pp. 45-59

Persistent link: https://www.econbiz.de/10011556992

Persistent exchange-rate movements and stock returns

Du, Ding - In: Journal of international financial markets, … 28 (2014), pp. 36-53

Persistent link: https://www.econbiz.de/10010411585

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