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Exchange rate dynamics, speculation and localization of monetary policy
Gagnon, Gregory - In: Exchange rates in developed and emerging markets : …, (pp. 11-40). 2013
Persistent link: https://www.econbiz.de/10010212676
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Exchange rate dynamics with crash risk and interventions
Hui, Cho-Hoi; Lo, Chi-Fai; Liu, Chi-Hei - In: International review of economics & finance : IREF 79 (2022), pp. 18-37
Persistent link: https://www.econbiz.de/10013342065
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Crash Risk in Currency Returns
Chernov, Mikhail - 2015
We quantify crash risk in currency returns. To accomplish this task, we develop and estimate an empirical model of exchange rate dynamics using daily data for four currencies relative to the US dollar: the Australian dollar, the British pound, the Swiss franc, and the Japanese yen. The model...
Persistent link: https://www.econbiz.de/10013037072
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Crash risk in currency returns
Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
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Portfolio Diversification, Leverage, and Financial Contagion
Smith, T. Todd - 1999
portfolio theory without recourse to market imperfections. It also demonstrates that “Value-at-Risk” portfolio management rules …
Persistent link: https://www.econbiz.de/10014400415
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Systemic risk in carry-trade portfolios
Liu, Chih-Liang; Yang, Hsin-Feng - In: Finance research letters 20 (2017), pp. 40-46
Persistent link: https://www.econbiz.de/10011806754
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The identification of destabilizing foreign exchange speculation
Kohlhagen, Steven W. - 1977
Persistent link: https://www.econbiz.de/10000780360
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Short-term speculators and the origins of near-random-walk exchange rate behavior
Osler, Carol L. - 1995
Persistent link: https://www.econbiz.de/10000602349
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New evidence from assessing the Tobin tax effects on exchange stability and trade
Jaouadi, Said - In: Business and Economic Research : BER 3 (2013) 2, pp. 146-155
Persistent link: https://www.econbiz.de/10010379004
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Comments on speculation and the volatility of foreign currency exchange rates
Flood, Robert P. - In: Carnegie Rochester conference series on public policy : … (1987), pp. 57-62
Persistent link: https://www.econbiz.de/10001038544