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Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises

Caporin, Massimiliano; Jimenez-Martin, Juan-Angel; … - In: Journal of international financial markets, … 31 (2014), pp. 159-177

Persistent link: https://www.econbiz.de/10011299343

The forward premium puzzle and the Euro

Nagayasu, Jun - In: Journal of international financial markets, … 32 (2014), pp. 436-451

Persistent link: https://www.econbiz.de/10011299781

Options and central bank currency market intervention : the case of Colombia

Keefe, Helena Glebocki; Rengifo, Erick W. - In: Emerging markets review 23 (2015), pp. 1-25

Persistent link: https://www.econbiz.de/10011304180

The “forward premium puzzle” and the sovereign default risk

Coudert, Virginie; Mignon, Valérie - In: Journal of international money and finance 32 (2013), pp. 491-511

Persistent link: https://www.econbiz.de/10009732849

FX counterparty risk and trading activity in currency forward and futures markets

Levich, Richard M. - In: Review of financial economics : RFE 21 (2012) 3, pp. 102-110

Persistent link: https://www.econbiz.de/10009703038

Futures premium regressions and a latent factor day by day

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2011

We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coeffcient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...

Persistent link: https://www.econbiz.de/10009666907

Dynamic linkages among cross-currency swap markets under stress

Tamakoshi, G.; Hamori, Shigeyuki - In: Applied economics letters 20 (2013) 4/6, pp. 404-409

Persistent link: https://www.econbiz.de/10009708692

Impact of macro-economic surprises on carry trade activity

Hutchison, Michael M.; Sushko, Vladyslav - In: Journal of banking & finance 37 (2013) 4, pp. 1133-1147

Persistent link: https://www.econbiz.de/10009716241

Central bank cooperation during the great recession

Papadia, Francesco - 2013

Reserve Bank of New York, stresses the importance of central banks around the world being able to coordinate closely so that …

Persistent link: https://www.econbiz.de/10009757100

Carry trade and foreign exchange rate puzzles

Spronk, Richard; Verschoor, Willem F. C.; Zwinkels, … - In: European economic review : EER 60 (2013), pp. 17-31

Persistent link: https://www.econbiz.de/10009762410

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