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Foreign exchange volatility shifts and futures hedging : an ICSS-GARCH approach
Mansur, Iqbal; Cochran, Steven J.; Shaffer, David Reed - In: Review of Pacific Basin financial markets and policies 10 (2007) 3, pp. 349-388
Persistent link: https://www.econbiz.de/10003611852
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The predictive power of implied stochastic variance from currency options
Guo, Dajiang - In: The journal of futures markets 16 (1996) 8, pp. 915-942
Persistent link: https://www.econbiz.de/10001209792
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Central bank intervention and the volatility of foreign exchange rates : evidence from the options market
Bonser-Neal, Catherine - In: Journal of international money and finance 15 (1996) 6, pp. 853-878
Persistent link: https://www.econbiz.de/10001216674
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The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market
Chang, Jui-chuan Della; Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 46 (2018), pp. 15-28
Persistent link: https://www.econbiz.de/10012036585
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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
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Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
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The impact of federal reserve intervention on exchange rate volatility : evidence from the futures markets
Ramchander, Sanjay; Sant, R. Raymond - In: Applied financial economics 12 (2002) 4, pp. 231-240
Persistent link: https://www.econbiz.de/10001671105
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The impact of the Japanese purchases of US treasuries on the dollar/yen exchange rate
Mollick, André Varella; Soydemir, Gökçe A. - In: Global economy journal : GEJ 8 (2008) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10009491560
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The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine; Tortian, Annie - In: International journal of economics and finance 5 (2013) 8, pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
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The hedging channel of exchange rate determination
Liao, Gordon; Zhang, Tony - 2020 - This draft: May 2020
Persistent link: https://www.econbiz.de/10012229170