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Cross-market information spillover and the performance of technical trading in the foreign exchange market

Chang, Yung-ho - In: Journal of economics and finance 43 (2019) 2, pp. 211-227

Persistent link: https://www.econbiz.de/10012171037

Uncertainty and currency performance : a quantile-on-quantile approach

Han, Liyan; Liu, Yang; Yin, Libo - In: The North American journal of economics and finance : a … 48 (2019), pp. 702-729

Persistent link: https://www.econbiz.de/10012120323

Hurst exponents and delampertized fractional Brownian motions

Garcin, Matthieu - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-26

Persistent link: https://www.econbiz.de/10012153029

Linkages among energy price, exchange rates and stock markets : evidence from emerging African economies

Ahmed, Abdullahi Dahir; Huo, Rui - In: Applied economics 52 (2020) 18, pp. 1921-1935

Persistent link: https://www.econbiz.de/10012197624

Volatility transmission between stock and foreign exchange markets : a connectedness analysis

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón - In: Applied economics 52 (2020) 19, pp. 2096-2108

Persistent link: https://www.econbiz.de/10012197679

Connecting equity and foreign exchange markets through the WM "Fix" : a trading strategy

Sheth, Arnav; Teeple, Keisuke - In: The journal of investment strategies 8 (2019) 4, pp. 33-53

Persistent link: https://www.econbiz.de/10012426140

Dynamic global currency hedging

Christensen, Bent Jesper; Varneskov, Rasmus Tangsgaard - In: Journal of financial econometrics 19 (2021) 1, pp. 97-127

Persistent link: https://www.econbiz.de/10012504315

Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings

Hillebrand, Eric; Mikkelsen, Jakob Guldbæk; Spreng, Lars; … - 2020

Persistent link: https://www.econbiz.de/10012433967

Long-run exchange rate determination: A neural network study

VERKOOIJEN, W.J.H.; PLASMANS, J.E.J.; DANIËLS, H.A.M. - Faculteit Toegepaste Economische Wetenschappen, … - 1995

Persistent link: https://www.econbiz.de/10010888242

A Variance Ratio Test of Random Walks in Foreign Exchange Rates of Developing Markets: Evidence From Six African Countries

Karemera, David - In: Journal of African Development 2 (1996) 1

Current literature reveals that tests of the random walk hypothesis (RWH) on financial prices have focused on major world financial markets. This paper presents results of variance ratio tests of random walks in foreign exchange rates of six African countries. For most currencies analyzed, the...

Persistent link: https://www.econbiz.de/10010938874