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Park, John H.; Kazaz, Burak; Webster, Scott - In: Production and operations management : an international … 26 (2017) 7, pp. 1299-1314

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Correlation in international equity and currency markets : a risk adjusted perspective

Sheedy, Elizabeth A. - 1997

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International bonds and the currency risk : how do macroshocks affect returns?

Sturges, David M. - In: International review of economics & finance : IREF 9 (2000) 4, pp. 351-373

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Modelling foreign exchange risk in a managed float regime : evidence from Pakistan

Uppal, Jamshed Y.; Mudakkar, Syeda Rabab - In: The Pakistan development review : PDR 60 (2021) 1, pp. 65-84

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Risk Exchange Under EUUP

Iwaki, Hideki - 2018

represented by the expected utility with uncertainty (EUUP) theory advocated by Izhakian (2017). The economic premium principle of …

Persistent link: https://www.econbiz.de/10012930203

Optimal foreign exchange hedge tenor with liquidity risk

Zhang, Rongju; Aarons, Mark; Loeper, Gregoire - In: Journal of risk 23 (2020/2021) 3, pp. 1-29

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Anghelache, Constantin; Anghel, Mădălina Gabriela; … - In: Theoretical and applied economics : GAER review 26 (2019) 3/620, pp. 21-34

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Carry trade and foreign exchange rate puzzles

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

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Variance risk premiums in foreign exchange markets

Ammann, Manuel; Buesser, Ralf - 2013

Based on the theory of static replication of variance swaps we assess the sign and magnitude of variance risk premiums … general shape of the implied volatility function of the corresponding currency pair. Overall, we conclude that there is a …

Persistent link: https://www.econbiz.de/10010410031

Variance risk premiums in foreign exchange markets

Ammann, Manuel; Buesser, Ralf - In: Journal of empirical finance 23 (2013), pp. 16-32

Persistent link: https://www.econbiz.de/10010221798

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