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Isard, Peter - 1995

Persistent link: https://www.econbiz.de/10000539752

Currency carry trades - speculating against international parity conditions and the risk of exchange rate reversion : working Paper, this version July 2020

Mayer-Fiedrich, Matija Denise; Grzimek, Volker - 2020

Persistent link: https://www.econbiz.de/10013550042

The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - 1993

Persistent link: https://www.econbiz.de/10000874096

Can Markov switching models predict excess foreign exchange returns?

Dueker, Michael; Neely, Christopher J. - In: Journal of banking & finance 31 (2007) 2, pp. 279-296

Persistent link: https://www.econbiz.de/10003421167

Tests of excess forecast volatility in the foreign exchange and stock markets

Froot, Kenneth - 1987

Persistent link: https://www.econbiz.de/10009571466

Order flow, bid–ask spread and trading density in foreign exchange markets

Chen, Shikuan; Chien, Chih-Chung; Chang, Ming-Jen - In: Journal of banking & finance 36 (2012) 2, pp. 597-612

Persistent link: https://www.econbiz.de/10009511764

Foreign exchange predictability during the financial crisis : implications for carry trade profitability

Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - 2015

flexible approach to modeling currency returns. We decompose the currency returns into multiplicative sign and absolute return … components, which exhibit much greater predictability than raw returns. We allow the two components to respond to currency …-adjusted) profitability when trading individual currencies or forming currency portfolios based on the predicted returns from the …

Persistent link: https://www.econbiz.de/10011313235

Behavioural asymmetries in the G7 foreign exchange market

Christodoulakis, George A.; Mamatzakis, Emmanuel C. - In: International review of financial analysis 29 (2013), pp. 261-270

Persistent link: https://www.econbiz.de/10010244938

Can implied volatility predict returns on the currency carry trade?

Egbers, Tom; Swinkels, Laurens - In: Journal of banking & finance 59 (2015), pp. 14-26

Persistent link: https://www.econbiz.de/10011544270

Predicting exchange rate cycles utilizing risk factors

Ahmed, Jameel; Straetmans, Stefan - In: Journal of empirical finance 34 (2015), pp. 112-130

Persistent link: https://www.econbiz.de/10011557076