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Shorting the dollar when global stock markets roar : the equity hedging channel of exchange rate determination

Ben Zeev, Nadav; Nathan, Daniel - 2023

Persistent link: https://www.econbiz.de/10014486893

Wechselkursvolatilität und Terminkursverzerrungen : empirischer Befund und Erklärungsansätze

Frenkel, Michael - 1994 - 1. Aufl.

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

Dynamics of exchange rate fluctuation of yen with dollar

Obara, Takashi - In: Applied econometrics and international development 4 (2004) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10003718658

How did the oil price affect Japanese yen and other currencies? : fresh insights from the COVID-19 pandemic

Li, Kaifeng; Devpura, Neluka; Cheng, Sijia - In: Pacific-Basin finance journal 75 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013552650

The Term Structure of Currency Futures' Risk Premia

Bernoth, Kerstin; Hagen, Jürgen von; de Vries, Casper - 2021

The use of futures exchange contracts instead of forwards completes the maturityspectrum of the correlation between the spot yield and the premium. We find that theforward premium puzzle (FPP) depends significantly on the maturity horizon of thefutures contract and the choice of the sampling...

Persistent link: https://www.econbiz.de/10013311513