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A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H. - 1997
Persistent link: https://www.econbiz.de/10000959373
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Regime switching and exchange rate bubbles
Van Norden, Simon - In: The exchange rate and the economy : [proceedings of a …, (pp. 275-324). 1993
Persistent link: https://www.econbiz.de/10001295379
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Sensitivity of the rupee-dollar exchange rate : a VAR analysis
Guha-Khasnobis, Basudeb - In: Journal of foreign exchange and international finance : … 12 (1998) 1, pp. 25-33
Persistent link: https://www.econbiz.de/10001400919
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Efficiency of Indian foreign exchange market
Dash, Shridhar - In: Journal of foreign exchange and international finance : … 12 (1998) 1, pp. 35-44
Persistent link: https://www.econbiz.de/10001400920
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Safe haven currency and market uncertainty : yen, renminbi, dollar, and alternatives
Masujima, Yuki - 2017
Persistent link: https://www.econbiz.de/10012132186
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Margin and funding liquidity : an empirical analysis on the covered interest parity in Korea
Jeong, Daehee - 2010
During the global financial turmoil in 2007-2008, deviation from the covered interest parity (CIP) between the Korean won and US dollar through the foreign exchange swap has escalated in its magnitude beyond 1,000bp in November 2008, and it still persists around 100bp level. In this paper, we...
Persistent link: https://www.econbiz.de/10012123612
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Dollar pricing redux
Casas, Camila; Díez, Federico; Gopinath, Gita; … - 2017 - This Version: August 10, 2016
Persistent link: https://www.econbiz.de/10011758411
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Is the Renminbi a safe haven?
Fatum, Rasmus; Yamamoto, Yohei; Zhu, Guozhong - In: Journal of international money and finance 79 (2017), pp. 189-202
Persistent link: https://www.econbiz.de/10011788360
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On the rewards to international investing : a safe haven currency perspective
Danthine, Jean-Pierre; Danthine, Samuel - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 1-16
considerable return shortfalls over the long run and that systematic currency hedging would not have been historically justified … and is unlikely to be in the future. Assuming a fair amount of currency risk thus appears inevitable for long-run Swiss …
Persistent link: https://www.econbiz.de/10011962939
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Safe haven currencies : a portfolio perspective
Cenedese, Gino - 2015
Persistent link: https://www.econbiz.de/10011327165