Narrow search
Showing 1 - 10 of 18,450
Cover Image
Intraday price discovery analysis in the foreign exchange market of an emerging economy : Mexico
Martinez, Valeria; Tse, Yiuman - In: Research in international business and finance 45 (2018), pp. 271-284
Persistent link: https://www.econbiz.de/10011983258
Cover Image
Asymmetric information, price discovery and macroeconomic announcements in FX market : do top trading bank know more?
Phylaktis, Kate; Chen, Long - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 228-246
Persistent link: https://www.econbiz.de/10008702346
Cover Image
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
Cover Image
Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian - 2000
Persistent link: https://www.econbiz.de/10013261076
Cover Image
Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian - 2000
A contingent claims valuation model which allows to highlight the implications of program trading in spot markets for the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts is devoloped. The curvature of the volatility strike...
Persistent link: https://www.econbiz.de/10011476532
Cover Image
Major currency ETFs and their associated spot and futures rates
Padungsaksawasdi, Chaiyuth; Parhizgari, Ali M. - In: Review of Pacific Basin financial markets and policies 20 (2017) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10011779032
Cover Image
Three essays in international finance and financial economics
Hu, Xiaoqiang - 1994
Persistent link: https://www.econbiz.de/10000916084
Cover Image
Optimal informed trading in the foreign exchange market
Vitale, Paolo - In: The European journal of finance 18 (2012) 9/10, pp. 989-1013
Persistent link: https://www.econbiz.de/10009691771
Cover Image
Informativeness of trade size in foreign exchange markets
Gradojevic, Nikola; Erdemlioglu, Deniz; Gençay, Ramazan - In: Economics letters 150 (2017), pp. 27-33
Persistent link: https://www.econbiz.de/10011762076
Cover Image
Macroeconomic announcements and price discovery in the foreign exchange market
Gau, Yin-feng; Wu, Zhen-Xing - In: Journal of international money and finance 79 (2017), pp. 232-254
Persistent link: https://www.econbiz.de/10011788364