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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 - 2015
between large and small traders, and an upper bound of total speculation. To account for the large number of testable …
Persistent link: https://www.econbiz.de/10011391722
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The Forex options course : a self-study guide to trading currency options
Cofnas, Abe - 2009
Persistent link: https://www.econbiz.de/10004944122
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Hedging of exchange rate risk and regression dependence
Broll, Udo; Kit, Pong Wong - 1997
The paper presents a model of a risk-averse exporting firm under exchange rate risk. We focus on the economic implications of basis risk. It is shown that the regression dependence assumptions between spot and futures exchange rates are essential in analyzing optimal hedging and export...
Persistent link: https://www.econbiz.de/10009623408
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Hedging of exchange rate risk and regression dependence
Broll, Udo; Kit, Pong Wong - 1997
Persistent link: https://www.econbiz.de/10000646869
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Einführung in den Geld- und Devisenhandel
Niedermeier, Doris - 1989
Persistent link: https://www.econbiz.de/10014002476
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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
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The forward exchange market, speculation, and exchange market intervention
Eaton, Jonathan; Turnovsky, Stephen J. - 1983
Persistent link: https://www.econbiz.de/10002089363
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Information, speculation and efficiency of forward exchange markets
Chang, Antony Wan-tung - 1980
Persistent link: https://www.econbiz.de/10001992135
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Currency Carry Trades : The Role of Macroeconomic News and Futures Market Speculation
Kim, Suk-Joong - 2018
We investigate carry trade opportunities in major currencies against the US Dollar over the period 2 Jan 1999 to 31 Dec 2012. There is evidence of significant Australian Dollar (AUD), Euro and Japanese Yen (JPY) carry trades during non-crisis periods. The AUD (JPY) was an investment (a funding)...
Persistent link: https://www.econbiz.de/10012926637
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Currency Carry Trades : The Role of Macroeconomic News and Futures Market Speculation
Kim, Suk-Joong - 2020
We investigate carry trade opportunities in major currencies against the US Dollar over the period 2 Jan 1999 to 31 Dec 2012. There is evidence of significant Australian Dollar (AUD), Euro and Japanese Yen (JPY) carry trades during non-crisis periods. The AUD (JPY) was an investment (a funding)...
Persistent link: https://www.econbiz.de/10012856511