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The review of economics and statistics
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468
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ECONIS (ZBW)
416
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1
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
2
A shadow rate without a lower bound constraint
De Rezende, Rafael B.
;
Ristiniemi, Annukka
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014248193
Saved in:
3
Foreign exchange exposure and analysts' earnings forecasts
Yusoff, Iliyas
;
Chen, Chen
;
Lai, Karen
;
Naiker, Vic
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248219
Saved in:
4
Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
Saved in:
5
Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse
;
Rovira Kaltwasser, Pablo
;
Sercu, Piet
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
Saved in:
6
Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo
;
Kearns, Jonathan
;
Schrimpf, Andreas
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822073
Saved in:
7
Risk-adjusted return managed carry trade
Dupuy, Philippe
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
Saved in:
8
The effects of asset price volatility on market participation : Evidence from the Thai foreign exchange market
Jakree Koosakul
;
Shim, Ilhyock
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816601
Saved in:
9
The dynamic impact of FX interventions on financial markets
Menkhoff, Lukas
;
Rieth, Malte
;
Heidland, Tobias
- In:
The review of economics and statistics
103
(
2021
)
5
,
pp. 939-953
Persistent link: https://www.econbiz.de/10013163901
Saved in:
10
Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu
;
Liu, Xiaochun
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
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