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Market efficiency in foreign exchange market

Lee, Namhoon; Choi, Wonseok; Pae, Yuntaek - In: Economics letters 205 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10013202912

Managing exchange rate exposure with hedging activities : new approach and evidence

Bae, Sung-chul; Kwon, Taek Ho; Rae Soo Park - In: International review of economics & finance : IREF 53 (2018), pp. 133-150

Persistent link: https://www.econbiz.de/10011791728

Exchange rate risk management using currency derivatives : the case of exposures to Japanese Yen

Bae, Sung-chul; Kwon, Taek Ho - In: Asia Pacific financial markets 30 (2023) 3, pp. 621-647

Persistent link: https://www.econbiz.de/10014362686

Real Exchange Volatility and Economic Openness

Pae, Yuntaek - 2016

We suggest a pseudo economic openness that has a linear relationship with the real exchange rate volatility. The pseudo economic openness implies that the real exchange rate volatility is a concave function of pure economic openness. Therefore, the pseudo economic openness should be used to...

Persistent link: https://www.econbiz.de/10013008633

Bayesian momentum strategy of the exchange rates

Lee, Namhoon; Bilson, John F. - In: The international journal of finance 24 (2012) 4, pp. 7427-7461

Persistent link: https://www.econbiz.de/10010196635