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Informational linkages among the major currencies in the EBS market : evidence from the spot rates of the Euro, Yen and Swiss franc

Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 24 (2012) 1, pp. 17-26

Persistent link: https://www.econbiz.de/10009583246

Contagion effect of dollar and euro on the Indian stock market

Kumar, Santosh; Raju, G.; Shahab, Tanveer - In: The IUP journal of applied finance : IJAF 18 (2012) 3, pp. 84-94

Persistent link: https://www.econbiz.de/10009611890

Volatility smile and one-month foreign currency volatility forecasts

Wong, Alfred Huah-Syn; Heaney, Richard A. - In: The journal of futures markets 37 (2017) 3, pp. 286-312

Persistent link: https://www.econbiz.de/10011669812

The euro to dollar exchange rate in the Covid-19 era : evidence from spectral causality and Markov-switching estimation

Konstantakis, Konstantinos N.; Melissaropoulos, Ioannis G. - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 2037-2055

Persistent link: https://www.econbiz.de/10014253649

Currency factors

Aloosh, Arash; Bekaert, Geert - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4042-4064

Persistent link: https://www.econbiz.de/10013369016

The Swiss franc safety premium

Leutert, Jessica - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 1-21

This paper applies a recent method proposed by Maggiori (The U.S. Dollar Safety Premium, 2013) to estimate the Swiss franc safety premium. The results show that the three-step instrumental variable approach as used by Maggiori does not work for the Swiss franc exchange rates. The price of risk...

Persistent link: https://www.econbiz.de/10011962943