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Empirical analysis of "volatility surprise" between dollar exchange rate and CRB commodity future markets
Wei, Ching Chun - In: International journal of economics and finance 8 (2016) 9, pp. 117-126
Persistent link: https://www.econbiz.de/10011541973
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Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - 2014
Persistent link: https://www.econbiz.de/10010407463
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The efficiency of foreign exchange markets in Pakistan : an empirical analysis
Bashir, Rizwana; Shakir, Rabia; Ashfaq, Badar; Hassan, Atif - In: The Lahore journal of economics 19 (2014) 1, pp. 133-149
Persistent link: https://www.econbiz.de/10010391820
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Are currency forward effective in volatile market conditions? : an emerging market perspective
Bisen, Aditya; Rao, D. Tripati - In: Economics, management and financial markets 7 (2012) 2, pp. 118-131
Persistent link: https://www.econbiz.de/10009686576
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The effect of forward exchange on spot rate volatility under risk and rational expectations
Kawai, Masahiro - 1982
Persistent link: https://www.econbiz.de/10002203476
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Exchange rate volatility and balance of payments instability in a rational expectations model of forward exchange
Kawai, Masahiro - 1982
Persistent link: https://www.econbiz.de/10002203517
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Currency futures and currency crises
Röthig, Andreas (contributor) - 2004
relationship between currency futures trading activity and spot volatility. Moreover, in the case of four out of the total of five … currencies discussed in this paper, futures trading activity adds significantly to spot volatility. …
Persistent link: https://www.econbiz.de/10002509928
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The predictive power of implied stochastic variance from currency options
Guo, Dajiang - In: The journal of futures markets 16 (1996) 8, pp. 915-942
Persistent link: https://www.econbiz.de/10001209792
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Central bank intervention and the volatility of foreign exchange rates : evidence from the options market
Bonser-Neal, Catherine - In: Journal of international money and finance 15 (1996) 6, pp. 853-878
Persistent link: https://www.econbiz.de/10001216674