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Can the intermediary capital risk predict foreign exchange rates?
Yin, Libo - In: Finance research letters 37 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484871
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Does investor attention matter? : the attention-return relationships in FX markets
Han, Liyan; Xu, Yang; Yin, Libo - In: Economic modelling 68 (2018), pp. 644-660
Persistent link: https://www.econbiz.de/10011936178
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News implied volatility and long-term foreign exchange market volatility
Liu, Yang; Han, Liyan; Yin, Libo - In: International review of financial analysis 61 (2019), pp. 126-142
Persistent link: https://www.econbiz.de/10012206948
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Dynamic link between oil prices and exchange rates : a non-linear approach
Xu, Yang; Han, Liyan; Wan, Li; Yin, Libo - In: Energy economics 84 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012183369
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The predictive performance of the currency futures basis for spot returns
Han, Liyan; Jiang, Xue; Yin, Libo - In: Quantitative finance 19 (2019) 3, pp. 391-405
Persistent link: https://www.econbiz.de/10012194660
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Uncertainty and currency performance : a quantile-on-quantile approach
Han, Liyan; Liu, Yang; Yin, Libo - In: The North American journal of economics and finance : a … 48 (2019), pp. 702-729
Persistent link: https://www.econbiz.de/10012120323
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Our currency, your attention : contagion spillovers of investor attention on currency returns
Wu, You; Han, Liyan; Yin, Libo - In: Economic modelling 80 (2019), pp. 49-61
Persistent link: https://www.econbiz.de/10012199175
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Is oil risk important for commodity-related currency returns?
Yin, Libo; Su, Zhi; Lu, Man - In: Research in international business and finance 60 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013412450