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Foreign Exchange : Practical Asset Pricing and Macroeconomic Theory
Iqbal, Adam S. - 2022
Chapter 1; Risk Premiums -- Chapter 2: FX Forwards and the Carry Trade -- Chapter 3; Exchange Rates, Interest Rates, Inflation and the Risk Premium -- Chapter 4; The Mundell Fleming Model of the Exchange Rate -- Chapter 5: Valuation Models (PPP, DEER, FEER)? -- Chapter 6: What Drives Inflation and...
Persistent link: https://www.econbiz.de/10012879104
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An empirical analysis of the dynamic impact of DeFi on GCC foreign exchange forward markets : portfolio implication
Thuy Tien Ho; Nguyen Mau Ba Dang; Ngo Thai Hung - In: International journal of Islamic and Middle Eastern … 17 (2024) 1, pp. 170-194
Persistent link: https://www.econbiz.de/10014478246
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Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan; Luger, Richard - In: Journal of empirical finance 68 (2022), pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
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The impact of exchange rate futures fluctuations on macroeconomy : evidence from ten trading market
Yang, Hao-Chang; Syarifuddin, Ferry; Chang, Chun Ping; … - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 8, pp. 2300-2313
Persistent link: https://www.econbiz.de/10013190360
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Foreign exchange futures trading and spot market volatility in Thailand
Woradee Jongadsayakul - In: Risks : open access journal 12 (2024) 7, pp. 1-20
decreases spot volatility. It also increases the rate at which new information is impounded into spot prices but decreases the …
Persistent link: https://www.econbiz.de/10014637194
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Siegel's paradox and the pricing of currency options
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000882093
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Structural changes in foreign exchange markets
Akiba, Hiroya - 1994
Persistent link: https://www.econbiz.de/10000882413
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Foreign exchange portfolio management : some background notes
Fres-Felix, Maria L. - 1989
Persistent link: https://www.econbiz.de/10000883460
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Currency option pricing in credible target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000883767
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445