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The impact of banking and sovereign debt crisis risk in the eurozone on the euro/US dollar exchange rate

Eichler, Stefan - In: Applied financial economics 22 (2012) 13/15, pp. 1215-1232

Persistent link: https://www.econbiz.de/10009625379

Backtesting the tail risk of VaR in holding US dollar

Wong, Woon K. - In: Applied financial economics 19 (2009) 4/6, pp. 327-337

Persistent link: https://www.econbiz.de/10003828498

Technical analysis, trading volume and market efficiency : evidence from an emerging market

Antoniou, Antonios (contributor) - In: Applied financial economics 7 (1997) 4, pp. 361-365

Persistent link: https://www.econbiz.de/10001226982

Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Hum, … - In: Applied financial economics 21 (2011) 13/15, pp. 997-1003

Persistent link: https://www.econbiz.de/10009317447

Efficiency and unbiasedness of corn futures markets : new evidence across the financial crisis

Pederzoli, C.; Torricelli, Costanza - In: Applied financial economics 23 (2013) 22/24, pp. 1853-1863

Persistent link: https://www.econbiz.de/10010337258

Cross-border sentiment : an empirical analysis on EU stock markets

Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290

Persistent link: https://www.econbiz.de/10010399454

Sovereign risk and its changing effects on bond duration during financial crisis

Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: Applied financial economics 24 (2014) 22/24, pp. 1465-1477

Persistent link: https://www.econbiz.de/10010460096

Intraday evidence of the informational efficiency of the yen dollar exchange rate

Iwatsubo, Kentaro; Kitamura, Yoshihiro - In: Applied financial economics 19 (2009) 13/15, pp. 1103-1115

The informational efficiency of the yen/dollar exchange rate is investigated in five market segments within each business day from 1987 to 2007. Among the results, we first find that the daily exchange rate has a cointegrating relationship with the cumulative price change of the segment for...

Persistent link: https://www.econbiz.de/10003886006

An alternative methodology for testing currency crises resulting from imbalances in macroeconomic fundamentals

Soares, Fernando Antônio Ribeiro; Pinto, Maurício B. de; … - In: Applied financial economics 20 (2010) 13/15, pp. 1051-1056

Persistent link: https://www.econbiz.de/10009010307

The euro and European stock market efficiency

Urquhart, Andrew - In: Applied financial economics 24 (2014) 19/21, pp. 1235-1248

Persistent link: https://www.econbiz.de/10010460186

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