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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 - In: Finance research letters 18 (2016), pp. 218-225

Persistent link: https://www.econbiz.de/10011657024

Identifying speculators in the FX market : a microstructure approach

Shraiber, Bentsi - In: Journal of economics & business 73 (2014), pp. 97-119

Persistent link: https://www.econbiz.de/10010421621

An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model

Li, Dandan; Ghoshray, Atanu; Morley, Bruce - In: International review of financial analysis 30 (2013), pp. 109-120

Persistent link: https://www.econbiz.de/10010459990

The exchange rate effect of multi-currency risk arbitrage

Hau, Harald - In: Journal of international money and finance 47 (2014), pp. 304-331

Persistent link: https://www.econbiz.de/10010464012

Does a thin foreign-exchange market lead to destabilizing capital-market speculation in the Asian crisis countries?

Min, Hong G. - 1999

Persistent link: https://www.econbiz.de/10010524778

Is the CFA Franc prone to speculative attacks or a contagion effect : a stochastic-Markov transition analysis for Cameroon

Nkwatoh, Louis Sevitenyi; Cornelius, Kwanga - In: CBN journal of applied statistics 10 (2019) 1, pp. 97-117

The study employs the Markovian processs on annual nominal effective exchange rate of CFA Franc spanning 1975 to 2017 to examine whether the CFA franc is prone to speculative attacks or a contagion effect. The findings reveal that the expected duration for the CFA Franc to be undervalued is...

Persistent link: https://www.econbiz.de/10012178357