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Wechselkursvolatilität und Terminkursverzerrungen : empirischer Befund und Erklärungsansätze

Frenkel, Michael - 1994 - 1. Aufl.

Persistent link: https://www.econbiz.de/10000417736

Puzzles in the Tokyo fixing in the forex market : order imbalances and Bank pricing

Itō, Takatoshi; Yamada, Masahiro - In: Journal of international economics 109 (2017), pp. 214-234

Persistent link: https://www.econbiz.de/10011916596

Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes

Hiller, Christoph B. - 1996

Persistent link: https://www.econbiz.de/10000946743

Using ARIMA forecasts to explore the efficiency of the forward Reichsmark market : Austria-Hungary, 1876-1914

Komlos, John; Flandreau, Marc - 2002

We explore the efficiency of the forward reichsmark market in Vienna between 1876 and 1914. We estimate ARIMA models of the spot exchange rate in order to forecast the one-month-ahead spot rate. In turn we compare these forecasts to the contemporaneous forward rate, i.e., the market's forecast...

Persistent link: https://www.econbiz.de/10010440957

Several econometric tests of exchange rate efficiency for a few European countries

Agacer, Gilda M.; Arize, Augustine Chuck; Kallianiotis, … - In: International journal of financial research 6 (2015) 4, pp. 194-206

Persistent link: https://www.econbiz.de/10011405493

Can risk explain the profitability of technical trading in currency markets?

Ivanova, Yuliya; Neely, Christopher J.; Weller, Paul A.; … - In: Journal of international money and finance 110 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012795944

Foreign exchange market efficiency and the global financial crisis : fundamental versus technical information

Yamani, Ehab - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 74-89

Persistent link: https://www.econbiz.de/10012655026

Market efficiency in foreign exchange market

Lee, Namhoon; Choi, Wonseok; Pae, Yuntaek - In: Economics letters 205 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10013202912

Using ARIMA forecasts to explore the efficiency of the forward Reichsmark market : Austria-Hungary, 1876 - 1914

Komlos, John; Flandreau, Marc - 2002

Persistent link: https://www.econbiz.de/10013428528

Currency futures market in India : an empirical analysis of market efficiency and volatility

Nath, Golak Bihari; Pacheco, Manoel - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 47-84

Persistent link: https://www.econbiz.de/10011974206

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