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131
Foreign Exchange Implied Variance and the Forward Premium Puzzle
Pavlidis, Efthymios
;
Shackleton, Mark B.
;
Voukelatos, …
-
2012
Persistent link: https://www.econbiz.de/10010354455
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132
Local currency sovereign risk
Du, Wenxin
;
Schreger, Jesse
-
2013
Persistent link: https://www.econbiz.de/10010227403
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133
Time-varying international diversification and the forward premium
Jonen, Benjamin
;
Scheuring, Simon
- In:
Journal of international money and finance
40
(
2014
),
pp. 128-148
Persistent link: https://www.econbiz.de/10010239997
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134
Optimal strategies for hedging risks in currency markets : an analysis of Brazil's dollar futures market
Klotzle, Marcelo Cabus
;
Pinto, Antônio Carlos Figueiredo
; …
- In:
The empirical economics letters : a monthly …
11
(
2012
)
10
,
pp. 1059-1067
Persistent link: https://www.econbiz.de/10010198768
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135
The forward premium puzzle and the euro
Nagayasu, Jun
-
2013
Persistent link: https://www.econbiz.de/10009786630
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136
Rare disasters and the forward premium puzzle : a solution
Young, James R.
- In:
Journal of international business
4
(
2012
)
2
,
pp. 93-116
Persistent link: https://www.econbiz.de/10010126501
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137
Non-deliverable forwards : 2013 and beyond
McCauley, Robert N.
;
Shu, Chang
;
Ma, Guonan
- In:
BIS quarterly review : international banking and …
(
2014
),
pp. 75-88
Persistent link: https://www.econbiz.de/10010340685
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138
The relationships between foreign exchange volatility skew and jump risk
Chia Rui Ming Daryl
- In:
International journal of economics and finance
6
(
2014
)
6
,
pp. 70-83
Persistent link: https://www.econbiz.de/10010370842
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139
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
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140
The existence of uncovered interest parity in the CIS countries
Bhatti, Razzaque H.
- In:
Economic modelling
40
(
2014
),
pp. 227-241
Persistent link: https://www.econbiz.de/10010425682
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