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The Japanese yen futures returns, spot returns, and the risk premium
Inci, Ahmet Can - In: Global Finance Journal 18 (2008) 3, pp. 385-399
Japanese yen currency dynamics are investigated in spot and futures markets. Maturity is proposed as a proxy for the time-varying risk premium. As the maturity of a yen futures contract nears, there is less uncertainty implying a small absolute risk premium. A longer maturity is associated with...
Persistent link: https://www.econbiz.de/10005235184
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US-Swiss term structures and exchange rate dynamics
Inci, Ahmet Can - In: Global Finance Journal 18 (2007) 2, pp. 270-288
Persistent link: https://www.econbiz.de/10005235251
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Co-integrating currencies and yield differentials
Inci, Ahmet Can - In: Review of Financial Economics 15 (2006) 2, pp. 159-175
Persistent link: https://www.econbiz.de/10005204936
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The Japanese yen futures returns, spot returns, and the risk premium
Inci, Ahmet Can - In: Global finance journal 18 (2007) 3, pp. 385-399
Persistent link: https://www.econbiz.de/10007910679
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US–Swiss term structures and exchange rate dynamics
Inci, Ahmet Can - In: Global finance journal 18 (2007) 2, pp. 270
Persistent link: https://www.econbiz.de/10007869962
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ERM effects on currency spot and futures markets
Inci, Ahmet Can - In: Global finance journal 16 (2005) 2, pp. 145-163
Persistent link: https://www.econbiz.de/10007638421
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January effect in a sectoral context in emerging countries : the Istanbul Stock Exchange
Inci, Ahmet Can - In: Journal of emerging markets 15 (2010) 1, pp. 38-49
Persistent link: https://www.econbiz.de/10009894154
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Co-integrating currencies and yield differentials
Inci, Ahmet Can - In: Review of financial economics : RFE 15 (2006) 2, pp. 159-176
Persistent link: https://www.econbiz.de/10007259711