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Do speculative traders anticipate or follow USD/EUR exchange rate movements? : new evidence on the efficiency of the EUR currency futures market
Hossfeld, Oliver; Röthig, Andreas - 2015
between large and small traders, and an upper bound of total speculation. To account for the large number of testable …
Persistent link: https://www.econbiz.de/10011391722
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The forward exchange market, speculation, and exchange market intervention
Eaton, Jonathan; Turnovsky, Stephen J. - 1983
Persistent link: https://www.econbiz.de/10002089363
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Japan's currency intervention regimes : a microstructural analysis with speculation and sentiment
MacDonald, Ronald; Mao, Xuxin - 2016
Persistent link: https://www.econbiz.de/10011449995
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The profitability of currency speculation
Bilson, John F. O.; Hsieh, David A. - 1983
Persistent link: https://www.econbiz.de/10001907411
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Speculative attacks, forward market intervention and the classic bear squeeze
Lall, Subir - 1997
Persistent link: https://www.econbiz.de/10000981227
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Spot and forward volatility in foreign exchange
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2010
Persistent link: https://www.econbiz.de/10003994498
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The loss carry forward scheme
Darolles, Serge; Gouriéroux, Christian - 2013
Persistent link: https://www.econbiz.de/10010342673
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Speculative Attacks, Forward Market Intervention and the Classic Bear Squeeze
Lall, Subir - 1997
. Central banks also intervene in forward markets to counter speculation. This paper addresses the question of how an attack is … launched on the forward market, and what the optimal policy response to such speculation is in the forward and spot markets …
Persistent link: https://www.econbiz.de/10014403337
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Currency futures' risk premia and risk factors
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2020
The use of futures exchange contracts instead of forwards completes the maturity spectrum of the correlation between the spot yield and the premium. We find that the forward premium puzzle (FFP) depends significantly on the maturity horizon of the futures contract and the choice of sampling...
Persistent link: https://www.econbiz.de/10012209529
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Should speculators be taxed?
Dow, James; Rahi, Rohit - 1998
Persistent link: https://www.econbiz.de/10000985806