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Margin and funding liquidity : an empirical analysis on the covered interest parity in Korea
Jeong, Daehee - 2010
Persistent link: https://www.econbiz.de/10009570807
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De facto exchange rate regime in Korea : is it still a dollar peg?
Moon, Han Geun - In: Dae oe gyeong je yeon gu 6 (2002) 1, pp. 53-86
Persistent link: https://www.econbiz.de/10001700970
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Margin and funding liquidity : an empirical analysis on the covered interest parity in Korea
Jeong, Daehee - In: Post-crisis regulatory reforms to secure financial …, (pp. 281-303). 2010
Persistent link: https://www.econbiz.de/10008939331
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Margin and funding liquidity : an empirical analysis on the covered interest parity in Korea
Jeong, Daehee - In: Han gug gae bal yeon gu 34 (2012) 1, pp. 28-52
Persistent link: https://www.econbiz.de/10009562111
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Margin and Funding Liquidity : An Empirical Analysis on the Covered Interest Parity in Korea
Jeong, Daehee - 2016
still persists around 100bp level. In this paper, we examine a newly developed margin based asset pricing model using Kalman …
Persistent link: https://www.econbiz.de/10012990057
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Hysteresis and averaging the forecasts of exchange rates
Seo, Byeongseon; Kim, Jinho - In: Seoul journal of economics 24 (2011) 3, pp. 333-355
Persistent link: https://www.econbiz.de/10009312617
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Safe haven currencies : a portfolio perspective
Cenedese, Gino - 2015
Persistent link: https://www.econbiz.de/10011327165
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Test of covered interest parity between US dollar and Indian rupee
Mishra, Arun Kumar; Sebastian, V. J.; Ramanathan, A. - In: The Indian journal of economics 82 (2001) 1, pp. 93-101
Persistent link: https://www.econbiz.de/10001658325
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On the rewards to international investing : a safe haven currency perspective
Danthine, Jean-Pierre; Danthine, Samuel - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 1-16
considerable return shortfalls over the long run and that systematic currency hedging would not have been historically justified … and is unlikely to be in the future. Assuming a fair amount of currency risk thus appears inevitable for long-run Swiss …
Persistent link: https://www.econbiz.de/10011962939
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Can forward speculation explain deviations from covered interest parity in foreign exchange?
Lenten, Liam J. A. - In: Journal of foreign exchange and international finance : … 12 (1998) 2, pp. 99-120
Persistent link: https://www.econbiz.de/10001400921