Similar Search Results - EconBiz

Exchange rate modelling

MacDonald, Ronald; Marsh, Ian - 1999

Persistent link: https://www.econbiz.de/10001422339

Foreign exchange risk and the predictability of carry trade returns

Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313

Persistent link: https://www.econbiz.de/10010408374

Forecasting Implied Volatility in Foreign Exchange Markets : A Functional Times Series Approach

Kearney, Fearghal - 2016

We utilise functional time series (FTS) techniques to characterise and forecast implied volatility in foreign exchange markets. In particular, we examine the daily implied volatility curves of FX options, namely; EUR-USD, EUR-GBP, and EUR-JPY. Based on existing techniques in the literature, the...

Persistent link: https://www.econbiz.de/10013004985

Foreign exchange market response to pandemic-induced fear : evidence from (a)symmetric wild bootstrap likelihood ratio approach

Olasehinde-Williams, Godwin; Olanipekun, Ifedola; … - In: Journal of international trade & economic development : … 30 (2021) 7, pp. 988-1003

Persistent link: https://www.econbiz.de/10012624718

Tales of tails : jumps in currency markets

Lee, Suzanne S.; Wang, Minho - In: Journal of financial markets 48 (2020), pp. 1-29

Persistent link: https://www.econbiz.de/10012631807

Forecasting implied volatility in foreign exchange markets : a functional time series approach

Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: The European journal of finance 24 (2018) 1/3, pp. 1-18

Persistent link: https://www.econbiz.de/10012244257

Can short-term foreign exchange volatility be predicted by the global hazard index?

Brousseau, Vincent - 2001

Persistent link: https://www.econbiz.de/10013434363

Major agricultural trade volume in Ethiopia : trade balance and exchange rate relations a structural break analysis (using stability chow test, CUSUM and CUSUM squared residuals)

Gebeyehu, AB - In: Inventi impact: international trade (2015) 4, pp. 207-216

Persistent link: https://www.econbiz.de/10011456070

Threshold cointegration in international exchange rates : a Bayesian approach

Huber, Florian; Zörner, Thomas - In: International journal of forecasting 35 (2019) 2, pp. 458-473

Persistent link: https://www.econbiz.de/10012300684

Several econometric tests of exchange rate efficiency for a few European countries

Agacer, Gilda M.; Arize, Augustine Chuck; Kallianiotis, … - In: International journal of financial research 6 (2015) 4, pp. 194-206

Persistent link: https://www.econbiz.de/10011405493

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the