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Diversifying Investment Risk in India's Currency Derivative Market : Does Currency – Equity Linkage Perform Better than Currency – Bullion Linkage?
Kumar, Anupam - 2016
This paper opens up the scope of risk diversification for investors active in Indian currency derivative market. It …
Persistent link: https://www.econbiz.de/10012980506
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The effects of foreign currency derivatives on the monetary policy exchange rate channel in China
Si, Wen - In: International economic journal 29 (2015) 2, pp. 175-193
Persistent link: https://www.econbiz.de/10010532616
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The Effects of Foreign Currency Derivatives on Monetary Policy Exchange Rate Channel in China
Si, Wen - 2015
derivatives (FCD) markets in China. Initially a theoretical macroeconomics model incorporating the exchange rate risk hedging is … reversed. The empirical section uses Structure Vector Autoregression (SVAR) models with China's monthly macro data over the … domestic FCD market in China, in the long run the probability becomes higher that the negative effect of RMB appreciation on …
Persistent link: https://www.econbiz.de/10013033117
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The Thursday effect of the forward premium puzzle
Ding, Liang - In: International review of economics & finance : IREF 21 (2012) 1, pp. 302-318
Persistent link: https://www.econbiz.de/10009486120
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Essays in international macroeconomics and econometrics
Zhang, Xuan - 2014
Persistent link: https://www.econbiz.de/10010384427
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Learning, central bank independence, and the politics of excess foreign returns
Hays, Jude C.; Richards, Diana - In: Computational models in political economy, (pp. 85-108). 2003
Persistent link: https://www.econbiz.de/10001780548
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Measuring monetary policy in open economies
Bagliano, Fabio C.; Favero, Carlo A.; Franco, Francesco - 1998
Persistent link: https://www.econbiz.de/10001362915
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Ten years of flexibility : whither the management of the Australian Dollar?
Hopkins, Sandra - 1995
Persistent link: https://www.econbiz.de/10000913781
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Foreign Exchange : Practical Asset Pricing and Macroeconomic Theory
Iqbal, Adam S. - 2022
Chapter 1; Risk Premiums -- Chapter 2: FX Forwards and the Carry Trade -- Chapter 3; Exchange Rates, Interest Rates, Inflation and the Risk Premium -- Chapter 4; The Mundell Fleming Model of the Exchange Rate -- Chapter 5: Valuation Models (PPP, DEER, FEER)? -- Chapter 6: What Drives Inflation and...
Persistent link: https://www.econbiz.de/10012879104
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Gradual learning about shocks and the forward premium puzzle
Moran, Kevin; Nono, Simplice Aimé - In: Journal of international money and finance 88 (2018), pp. 79-100
Persistent link: https://www.econbiz.de/10012000872