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The US as "sovereign international last-resort lender" : the Fed's currency swap programme during the Great Panic of 2007 - 09
McDowell, Daniel - In: New political economy 17 (2012) 2, pp. 157-178
Persistent link: https://www.econbiz.de/10009614919
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Funding liquidity risk and deviations from interest-rate parity during the financial crisis of 2007 - 2009
Hui, Cho H.; Genberg, Hans; Chung, Tsz-kin - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 307-323
Persistent link: https://www.econbiz.de/10009508121
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Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? : evidence from cross-currency basis swaps
Hattori, Takahiro - In: International review of economics & finance : IREF 79 (2022), pp. 224-240
Persistent link: https://www.econbiz.de/10013343385
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Does swap-covered interest parity hold in long-term capital markets after the financial crisis?
Hattori, Takahiro - 2017
Persistent link: https://www.econbiz.de/10013272793
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Deviations from covered interest parity in the emerging markets after the global financial crisis
Geyikçi, Utku Bora; Özyıldırım, Süheyla - In: Journal of international financial markets, … 85 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014433228
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The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market : A Bootstrap Approach
Levich, Richard M. - 1991
In this paper, we present new evidence on the profitability and statistical significance of technical trading rules in the foreign exchange market. We utilize a new data base, currency futures contracts for the period 1976-1990, and we implement a new testing procedure based on bootstrap...
Persistent link: https://www.econbiz.de/10012475179
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Efficiency of Foreign Exchange Markets and Measures of Turbulence
Frenkel, Jacob A. - 1980
, we provide a general explanation of this turbulence in terms of the modern "asset market theory" to exchange …-rate determination. This theory emphasizes that exchange rates, like the prices of other assets determined in organized markets, are …
Persistent link: https://www.econbiz.de/10012478661
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Predictability and pricing efficiency in forward and spot, developed and emerging currency markets
Potì, Valerio; Levich, Richard M.; Conlon, Thomas - In: Journal of international money and finance 107 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012395628
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FX liquidity risk and forward premium puzzle
Abankwa, Samuel - In: Quarterly journal of finance & accounting : QJFA 58 (2020) 1/2, pp. 101-132
Persistent link: https://www.econbiz.de/10012288688
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The economics of currency risk
Hassan, Tarek A.; Zhang, Tony - 2020
Persistent link: https://www.econbiz.de/10012306006