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Exchange rate prediction with machine learning and a smart carry trade portfolio
Filippou, Ilias; Rapach, David E.; Taylor, Mark P.; … - 2020
Persistent link: https://www.econbiz.de/10012305708
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A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo; Marin, Emile - 2020
Persistent link: https://www.econbiz.de/10012214844
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The identification of destabilizing foreign exchange speculation
Kohlhagen, Steven W. - 1977
Persistent link: https://www.econbiz.de/10000780360
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Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard; Bollerslev, Tim; Redfearn, Michael R. - 1991
Persistent link: https://www.econbiz.de/10000823527
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The causes of the 1992 - 93 EMS crisis : the case of Italy
Berger, Anke; Dattolo, Caterina; Lahti, Ari - 1993
Persistent link: https://www.econbiz.de/10000875947
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Wechselkursvolatilität und Terminkursverzerrungen : empirischer Befund und Erklärungsansätze
Frenkel, Michael - 1994 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000417736
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Experimental analysis on the role of a large speculator in currency crises
Taketa, Kenshi; Suzuki-Löffelholz, Kumi; Arikawa, Yasuhiro - In: Journal of economic behavior & organization : JEBO 72 (2009) 1, pp. 602-617
Persistent link: https://www.econbiz.de/10003907010
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Risk, exchange market intervention, and private speculative behavior in a small open economy
Turnovsky, Stephen J. - In: Proceedings of the Economic Policy Conference (1986), pp. 41-75
Persistent link: https://www.econbiz.de/10003699565
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Speculative bubbles in the foreign exchange markets
Woo, Wing T. - 1984
Persistent link: https://www.econbiz.de/10003502964
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ʺUnusualʺ profits in the foreign exchange market
Cawthorne, N. S. - 1984
Persistent link: https://www.econbiz.de/10003509838