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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

Flash crash and policy uncertainty

Tsai, I-Chun - In: Journal of international financial markets, … 57 (2018), pp. 248-260

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Volatility timing in CPF investment funds in Singapore : do they outperform non-CPF funds?

Shen, Xiaoyi; Tsui, Albert K.; Zhang, Zhaoyong - In: Risks : open access journal 7 (2019) 4/106, pp. 1-16

The purpose of this study is to examine the volatility-timing performance of Singapore-based funds under the Central …-CPF funds by examining the volatility-timing performance associated with these funds. The volatility-timing ability of CPF funds … to capture the response of funds to market abnormal conditional volatility including the weekday effect. The SMB and HML …

Persistent link: https://www.econbiz.de/10012127925

The skewness risk premium in currency markets

Broll, Michael - In: Economic modelling 58 (2016), pp. 494-511

Persistent link: https://www.econbiz.de/10011647522

Does incomplete spanning in international financial markets help to explain exchange rates?

Lustig, Hanno; Verdelhan, Adrien - In: The American economic review 109 (2019) 6, pp. 2208-2244

Persistent link: https://www.econbiz.de/10012029309

A synthesis of the effects of exchange rate volatility on international trade : a meta-regression analysis

Bouoiyour, Jamal; Selmi, Refk - In: The International trade journal 30 (2016) 1/5, pp. 263-294

Persistent link: https://www.econbiz.de/10011603760

Estimating exchange rate exposure over various return horizons : focusing on major countries in East Asia

Lee, Jeong Wook; Ahn, Sunghee; Kang, Sam-mo - In: East Asian economic review 20 (2016) 4, pp. 469-491

Persistent link: https://www.econbiz.de/10011613452

Firm-level effects of asymmetric intervention in foreign exchange markets : evidence from the Swiss currency floor

Streit, Daniel - In: Journal of international money and finance 60 (2016), pp. 289-312

Persistent link: https://www.econbiz.de/10011660883

Currency risk : comovements and intraday cojumps

Lahaye, Jérôme - In: Annals of economics and statistics 123/124 (2016), pp. 53-76

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The impact of exchange rate uncertainty on exports in South Africa

Aye, Goodness C.; Gupta, Rangan; Moyo, Prudence S.; … - In: Journal of international commerce, economics and policy 6 (2015) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011306011