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Endogenous uncertainty: A unified view of market volatility

Kurz, Mordecai - 1997

The purpose of this paper is to provide a non-technical exposition of the main conclusions of the theory of Rational Belief Equilibrium (RBE) for market volatility. It is argued that the theory of Rational Belief Equilibria (RBE) provides a unified paradigm for explaining market volatility by...

Persistent link: https://www.econbiz.de/10011608344

Uncertainty network risk and currency returns

Babiak, Mykola; Baruník, Jozef - 2021

Persistent link: https://www.econbiz.de/10012583340

Forex exchange rate forecasting using deep recurrent neural networks

Dautel, Alexander Jakob; Härdle, Wolfgang; Lessmann, Stefan - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 69-96

Persistent link: https://www.econbiz.de/10012284950

Conditioning carry trades : less risk, more return

Mulder, Arjen; Tims, Ben - In: Journal of international money and finance 85 (2018), pp. 1-19

Persistent link: https://www.econbiz.de/10012000369

Dynamics of foreign exchange implied volatility and implied correlation surfaces

Beer, Simone; Fink, Holger Maria - In: Quantitative finance 19 (2019) 8, pp. 1293-1320

Persistent link: https://www.econbiz.de/10012194789

Cross-market information spillover and the performance of technical trading in the foreign exchange market

Chang, Yung-ho - In: Journal of economics and finance 43 (2019) 2, pp. 211-227

Persistent link: https://www.econbiz.de/10012171037

Linkages among energy price, exchange rates and stock markets : evidence from emerging African economies

Ahmed, Abdullahi Dahir; Huo, Rui - In: Applied economics 52 (2020) 18, pp. 1921-1935

Persistent link: https://www.econbiz.de/10012197624

Volatility transmission between stock and foreign exchange markets : a connectedness analysis

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón - In: Applied economics 52 (2020) 19, pp. 2096-2108

Persistent link: https://www.econbiz.de/10012197679

Dynamic global currency hedging

Christensen, Bent Jesper; Varneskov, Rasmus Tangsgaard - In: Journal of financial econometrics 19 (2021) 1, pp. 97-127

Persistent link: https://www.econbiz.de/10012504315

Flight-to-safety across time and market conditions

Bouri, Elie; Jalkh, Naji - In: International review of economics & finance : IREF 94 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014582565