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Measuring stock market contagion : local or common currency returns?

Mink, Mark - In: Emerging markets review 22 (2015), pp. 18-24

Persistent link: https://www.econbiz.de/10011304204

Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries

Chkir, Imed Eddine; Guesmi, Khaled; Brayek, Angham Ben; … - In: Research in international business and finance 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012581526

U. S. oil company stock returns and currency fluctuations

Mollick, André Varella; Nguyen, Khoa H. - In: Managerial finance 41 (2015) 9, pp. 974-994

Persistent link: https://www.econbiz.de/10011337151

Equity order flow and exchange rate dynamics

Ferreira Filipe, Sara - In: Journal of empirical finance 19 (2012) 3, pp. 359-381

Persistent link: https://www.econbiz.de/10009615677

Currency strategies and sovereign ratings

Karnaukh, Nina - 2016 - Fourth draft, 28 June 2016

This paper investigates a link between the most popular currency strategies (carry trade, momentum, value) and sovereign ratings. I document that the profitability of the momentum strategy is large and significant among higher credit risk currencies, but is nonexistent among lower credit risk...

Persistent link: https://www.econbiz.de/10011687066