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Volatility in the foreign exch...
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271
Do co-jumps impact correlations in currency markets?
Barunik, Jozef
;
Vacha, Lukas
- In:
Journal of financial markets
37
(
2018
),
pp. 97-119
Persistent link: https://www.econbiz.de/10012001025
Saved in:
272
Intraday patterns in foreign exchange returns and realized
volatility
Zhang, Hao
- In:
Finance research letters
27
(
2018
),
pp. 99-104
Persistent link: https://www.econbiz.de/10012006752
Saved in:
273
Volatility
spillovers between foreign exchange and stock markets in industrialized countries
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 121-136
Persistent link: https://www.econbiz.de/10012035037
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274
Option-implied
volatility
spillover indices for FX risk factors
Grobys, Klaus
;
Heinonen, Jari-Pekka
- In:
Economics letters
157
(
2017
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
Saved in:
275
Exchange market pressure, stock prices, and commodity prices east of the Euro
Hegerty, Scott W.
- In:
Journal of economics & management
31
(
2018
)
1
,
pp. 74-94
Persistent link: https://www.econbiz.de/10011918429
Saved in:
276
The impact of German macroeconomic news on emerging European forex markets
Moravcová, Michala
- In:
Prague economic papers : a bimonthly journal of …
27
(
2018
)
5
,
pp. 505-521
Persistent link: https://www.econbiz.de/10011918965
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277
On the predictability of carry trade returns : the case of the Chinese Yuan
Cheong, Calvin W. H.
;
Sinnakkannu, Jothee
;
Ramasamy, …
- In:
Research in international business and finance
39
(
2017
),
pp. 358-376
Persistent link: https://www.econbiz.de/10011876500
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278
Firm-level effects of asymmetric intervention in foreign exchange markets : evidence from the Swiss currency floor
Streit, Daniel
- In:
Journal of international money and finance
60
(
2016
),
pp. 289-312
Persistent link: https://www.econbiz.de/10011660883
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279
Carry trades and exchange rate
volatility
: a TVAR approach
Anzuini, Alessio
;
Brusa, Francesca
-
2016
Persistent link: https://www.econbiz.de/10011939955
Saved in:
280
Trading European Central Bank rumours on the EUR-USD exchange rate market
Roodbar, Baback
;
Metcalf, Hugh
;
Casalin, Fabrizio
- In:
International review of financial analysis
61
(
2019
),
pp. 53-70
Persistent link: https://www.econbiz.de/10012206939
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