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Asymmetric information risk in FX markets

Ranaldo, Angelo; Somogyi, Fabricius - In: Journal of financial economics 140 (2021) 2, pp. 391-411

Persistent link: https://www.econbiz.de/10012650449

The risk premium, interest rate determination, and monetary independence under a fixed, but adjustable, exchange rate

Pasula, Kit P. M. - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 313-331

Persistent link: https://www.econbiz.de/10011698782

The long memory of order flow in the foreign exchange spot market

Gould, Martin; Porter, Mason A.; Howison, Sam - In: Market microstructure and liquidity 2 (2016) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10011588230

Currency order flow and exchange rate determination : empirical evidence from the Malaysian foreign exchange market

Anifowose Daniel Abolaji; Izlin Ismail; Mohd Edil Abd Sukor - In: Global business review 19 (2018) 4, pp. 902-920

Persistent link: https://www.econbiz.de/10011915059

The efficiency of the Polish zloty exchange rate market : the uncovered interest parity and fractal analysis approaches

Czech, Katarzyna; Pietrych, Łukasz - In: Risks : open access journal 9 (2021) 8, pp. 1-17

The study of the effectiveness of the currency market is one of the most important research problems in the field of finance. The paper aims to assess the efficiency of the Polish zloty exchange rate market. We test the market efficiency by applying two independent approaches, one based on the...

Persistent link: https://www.econbiz.de/10012612368

The Swiss franc exchange rate and deviations from uncovered interest parity : global vs domestic factors

Hoffmann, Mathias; Suter, Rahel - In: Swiss journal of economics and statistics 146 (2010) 1, pp. 349-384

Persistent link: https://www.econbiz.de/10003997454

Risk in carry trades : a look at target currencies in Asia and the Pacific

Gyntelberg, Jacob; Remolona, Eli M. - In: BIS quarterly review : international banking and … (2007), pp. 73-82

Persistent link: https://www.econbiz.de/10003624438

Downside market risk of carry trades

Dobrynskaya, Victoria - In: Review of finance : journal of the European Finance … 18 (2014) 5, pp. 1885-1913

Persistent link: https://www.econbiz.de/10010510315

The performance of NDF carry trades

Doukas, John A.; Zhang, Hao - In: Journal of international money and finance 36 (2013), pp. 172-190

Persistent link: https://www.econbiz.de/10009768544

On financial risk and the safe haven characteristics of Swiss franc exchange rates

Grisse, Christian; Nitschka, Thomas - 2013

Persistent link: https://www.econbiz.de/10009755792