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Year of publication
Subject
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Devisenmarkt 5,962 Foreign exchange market 5,962 Theorie 2,053 Theory 2,053 Wechselkurs 1,768 Exchange rate 1,743 Welt 1,055 World 1,055 Volatilität 873 Volatility 872 Estimation 713 Schätzung 713 Wechselkurspolitik 645 Exchange rate policy 640 Currency speculation 542 Währungsspekulation 542 Currency derivative 490 Währungsderivat 490 USA 471 United States 467 Capital income 419 Kapitaleinkommen 419 US-Dollar 366 US dollar 364 Market microstructure 353 Marktmikrostruktur 353 Währungsrisiko 338 Exchange rate risk 334 International financial market 333 Internationaler Finanzmarkt 333 Efficient market hypothesis 323 Effizienzmarkthypothese 323 Risikoprämie 294 Risk premium 293 Portfolio selection 288 Portfolio-Management 288 Stock market 287 Aktienmarkt 286 Japan 268 Deutschland 258
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Online availability
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Free 1,634 Undetermined 838 CC license 62
Type of publication
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Article 3,006 Book / Working Paper 2,935 Journal 23
Type of publication (narrower categories)
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Article in journal 2,690 Aufsatz in Zeitschrift 2,690 Graue Literatur 1,110 Non-commercial literature 1,110 Working Paper 977 Arbeitspapier 976 Aufsatz im Buch 261 Book section 261 Hochschulschrift 154 Thesis 131 Collection of articles of several authors 79 Sammelwerk 79 Collection of articles written by one author 36 Lehrbuch 36 Sammlung 36 Textbook 34 Bibliografie enthalten 32 Bibliography included 32 Konferenzschrift 27 Ratgeber 22 Aufsatzsammlung 20 Conference proceedings 20 Guidebook 20 Amtsdruckschrift 18 Glossar enthalten 18 Glossary included 18 Government document 18 Rezension 14 Handbook 13 Handbuch 13 Conference paper 12 Konferenzbeitrag 12 Systematic review 12 Übersichtsarbeit 12 No longer published / No longer aquired 9 Statistik 9 Bibliografie 8 Mehrbändiges Werk 8 Multi-volume publication 8 Statistics 7
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Language
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English 5,428 German 218 French 90 Spanish 79 Russian 40 Polish 38 Italian 29 Norwegian 10 Portuguese 8 Hungarian 7 Croatian 5 Dutch 5 Bulgarian 4 Czech 4 Swedish 4 Danish 3 Slovak 3 Arabic 1 Finnish 1 Romanian 1 Serbian 1 Turkish 1 Ukrainian 1 Chinese 1
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Author
All
Taylor, Mark P. 76 Lyons, Richard K. 60 Evans, Martin D. D. 54 Rime, Dagfinn 54 Menkhoff, Lukas 49 Itō, Takatoshi 41 Sarno, Lucio 39 Levich, Richard M. 38 Goldberg, Linda S. 36 Melvin, Michael 33 Frankel, Jeffrey A. 31 De Grauwe, Paul 30 MacDonald, Ronald 29 Bekaert, Geert 28 Neely, Christopher J. 28 Reitz, Stefan 26 Eichengreen, Barry 25 Ranaldo, Angelo 24 Cheung, Yin-Wong 23 Kočenda, Evžen 23 Payne, Richard 23 Schrimpf, Andreas 23 Vitale, Paolo 22 Westerhoff, Frank H. 22 Bollerslev, Tim 21 Osler, Carol 21 Schmeling, Maik 21 Caporale, Guglielmo Maria 20 Filc, Wolfgang 20 Mehl, Arnaud 20 Weller, Paul A. 20 Yamada, Masahiro 19 Ben Omrane, Walid 18 Ito, Takatoshi 18 Verdelhan, Adrien 18 Dominguez, Kathryn M. 17 Frömmel, Michael 17 Pojarliev, Momtchil 17 Taylor, Alan M. 17 Bhandari, Jagdeep S. 16
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Institution
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National Bureau of Economic Research 118 International Monetary Fund 12 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 8 Institut für Empirische Wirtschaftsforschung <Berlin> 7 Federal Reserve Bank of New York 5 Georgetown University / Economics Department 5 Internationaler Währungsfonds 5 Moskovskaja Mežbankovskaja Valjutnaja Birža 5 Banque de France 4 Internationaler Währungsfonds / Research Department 4 Bank für Internationalen Zahlungsausgleich 3 British Association for the Advancement of Science 3 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 3 Federal Reserve Bank of St. Louis 3 Universitetet i Oslo / Økonomisk institutt 3 Universität Hannover / Wirtschaftswissenschaftliche Fakultät 3 Banca d'Italia 2 Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures 2 Bank für Internationalen Zahlungsausgleich / Markets Committee 2 Centre for Economic Policy Research 2 Europäische Zentralbank 2 Federal Reserve System / Board of Governors 2 Finansovyj Universitet 2 Gestión Monetaria <Madrid> 2 Goldman Sachs 2 Group of Thirty 2 Hongkong / Monetary Authority 2 Institut für Höhere Studien 2 Institut za Međunarodnu Politiku i Privredu <Belgrad> 2 Instytut Badań nad Gospodarką Rynkową 2 Internationaler Währungsfonds / Fiscal Affairs Department 2 Internationaler Währungsfonds / Monetary and Exchange Affairs Department 2 Internationaler Währungsfonds / Treasurer's Department 2 Meeting of High-Level Experts on Africa's External Debt in Respect of the Industrial Sector, Vienna, Austria, 14.-17.5.1985 2 Nihon Ginkō 2 Springer Fachmedien Wiesbaden 2 Springer-Verlag GmbH 2 UNIDO Secretariat 2 Zentrum für Europäische Wirtschaftsforschung 2 African Centre for Monetary Studies <Dakar> 1
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Published in...
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Journal of international money and finance 143 NBER working paper series 115 Working paper / National Bureau of Economic Research, Inc. 107 NBER Working Paper 105 Discussion paper / Centre for Economic Policy Research 67 Journal of international financial markets, institutions & money 66 Journal of banking & finance 53 IMF working papers 51 Applied economics 50 IMF working paper 49 International review of financial analysis 44 Economics letters 41 Journal of international economics 38 Applied financial economics 36 International review of economics & finance : IREF 36 Finance research letters 35 International journal of finance & economics : IJFE 34 Economic modelling 30 Research in international business and finance 29 The European journal of finance 28 CESifo working papers 26 Journal of financial economics 24 Journal of multinational financial management 23 Global finance journal 22 Applied economics letters 20 International economic journal 20 The journal of futures markets 20 BIS quarterly review : international banking and financial market developments 19 The North American journal of economics and finance : a journal of financial economics studies 19 Discussion paper 17 Discussion papers / CEPR 17 International finance discussion papers 17 Wiley trading series 17 Working paper 17 Journal of foreign exchange and international finance : JFEIF 16 Pacific-Basin finance journal 16 The journal of finance : the journal of the American Finance Association 16 Europäische Hochschulschriften / 5 15 Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel 15 Bank i kredyt 14
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Source
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ECONIS (ZBW) 5,963 EconStor 1
Showing 1 - 50 of 5,964
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Dynamic impact of foreign exchange trading volume on foreign exchange volatility
Kang, Jong Woo; Cabaero, Carlos - 2025
Foreign exchange (FX) trading volume is a key factor in exchange rate volatility. Given the important role of volatility in economic growth and stability, this paper investigates the dynamic nature of exchange trading volume on exchange rate volatility using hourly high-frequency data. The...
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Stochastic exchange rate dynamics, intervention dynamics and the market efficiency hypothesis
Drakonakis, Emmanouil; Kotsios, Stelios - In: Computational economics 65 (2025) 1, pp. 463-481
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Colombia : Technical Assistance Report-Foreign Exchange Market Development and Regulatory Framework Review
International Monetary Fund / Monetary and Capital … - 2025
This report provides an overview of the technical assistance provided by the International Monetary Fund (IMF) to the Banco de la República to support the authorities in reviewing the regulatory framework and formulating development strategies for the foreign exchange market
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Portfolio Inertia and Expected Excess Returns in Currency Markets : Evidence from Advanced Economies
Bakker, Bas - 2025
The economic literature has long attributed non-zero expected excess returns in currency markets to time-varying risk premiums demanded by risk-averse investors. This paper, building on Bacchetta and van Wincoop's (2021) portfolio balance framework, shows that such returns can also arise when...
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How do event studies capture impact of macroeconomic news in forex market? : a meta-analysis
Bortnikova, Kseniya; Bajzik, Josef; Kočenda, Evžen - 2025
We perform a quantitative synthesis of 807 estimates of the effect of macroeconomic news announcements on exchange rates, as reported in 25 studies. Estimates are tested for publication selection using visual examination of funnel plots, linear asymmetry tests, and recent non-linear testing...
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Event-driven changes in volatility connectedness in global forex markets
Albrecht, Peter; Kočenda, Evžen - 2025
Using novel methods, we comprehensively analyze volatility connectedness among most traded currencies using high-frequency data from 2009 to 2023. Our study presents the first empirical evidence of a statistically significant association between increases in connectedness and endogenously...
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Foreign exchange market herd behaviour : empirical study in ASEAN-5 countries
Danila, Nevi; Aggarwal, Priyanka - In: Asian journal of accounting research 10 (2025) 1, pp. 63-75
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Market dynamics in India : analysing interconnections among oil, stocks, gold and forex markets
Arora, Bhuvan; Daniel, Joseph; Aditya, Anwesha - In: Cogent economics & finance 12 (2024) 1, pp. 1-20
This paper examines the relationship between India's Stock Market, Forex Market, Oil Market, and Gold Market to capture interdependencies addressing both direct and indirect market linkages. The study provides new insights into the interdependencies of key markets within India, an emerging...
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On shrinkage covariance estimators : how inefficient is 1/N strategy of covariance estimation for portfolio selection in foreign exchange market?
Husnain, Muhammad; Ali, Shamrez; Munir, Qaiser; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-21
We investigate portfolio selection performance as in Markowitz by evaluating variance matrix estimation criteria in the currency market. This study challenges theoretically rigorous shrinkage covariance estimators using multiple evaluation metrics: systematic loss function, risk profile of...
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Analysis of Indian foreign exchange markets : a multifractal detrended fluctuation analysis (mfdfa) approach
Datta, Radhika Prosad - In: International journal of empirical economics 3 (2024) 3, pp. 1-27
The objectives of this paper are to analyse the presence of multifractality in daily exchange rates of the US dollar (USD), British Pound (GBP), Euro (EUR), and Japanese Yen (JPY) relative to the Indian Rupee (INR) for a specific period (1999-2018) and to investigate the source of the observed...
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FX dealer constraints and external imbalances
Boer, Jantke de; Eichler, Stefan - 2024
We empirically test Gabaix and Maggiori (2015)’s prediction that currencies are repriced by the country’s external capital dependence when financial constraints of FX intermediaries change. Using solvency indicators, we develop a novel intermediary constraints index capturing riskbearing...
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Risk spillovers among oil, gold, stock, and foreign exchange markets : evidence from G20 economies
Liu, Zixin; Hu, Jun; Zhang, Shuguang; He, Zhipeng - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-21
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Más allá del Carry-Trade : nuevas perspectivas sobre los usos de emisiones de bonos denominados en moneda extranjera por parte de empresas latinoamericanas entre los años 2000 y 2022
Pérez Artica, Rodrigo; Rabinovich, Joel; Zeolla, … - 2024
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Detecting anomalous WM/Reuters fixes using Trailing Contextual Anomaly Detection
Ibikunle, Gbenga; Mollica, Vito; Sun, Qiao - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-21
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Decentralised dealers? : examining liquidity provision in decentralised exchanges
Aquilina, Matteo; Foley, Sean; Gambacorta, Leonardo; … - 2024
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Foreign investments of Japanese life insurance companies
Chen, Steven Shu-Hsiu - In: Economics letters 240 (2024), pp. 1-7
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African and international financial markets interdependencies : does Covid-19 media coverage make any difference?
Amewu, Godfred; Armah, Mohammed; Kuttu, Saint; Kusi, … - In: Research in globalization 9 (2024), pp. 1-19
This study examines the co-movement and time-varying integration between equity, exchange rate, and international market volatility indices across different time-frequency domains using - bi-partial wavelet, - supplemented by dynamic conditional correlation-generalised autoregressive conditional...
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New evidence of interdependence in forex markets : a connection of connection analysis
Wu, Tao; Sun, Xiaotong; Xu, Xin; Jia, Nanfai; Xuan, Siyuan - 2024
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Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng; Goto, Shingo; Hou, Kewei; Yan, Xu; … - 2024
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Geopolitical risks and financial stress in emerging economies
Tam NguyenHuu; Örsal, Deniz Karaman - In: The world economy : the leading journal on … 47 (2024) 1, pp. 217-237
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Monetary policy is tight and dampens inflation
Levring, Peter Nick Bøgeby - 2024
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Blockchain currency markets
Ranaldo, Angelo; Viswanath-Natraj, Ganesh; Wang, Junxuan - 2024 - This version: April 18, 2024
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Bitcoin halving and the integration of cryptocurrency and forex markets : an analysis of the higher-order moment spillovers
Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier - In: International review of economics & finance : IREF 92 (2024), pp. 302-315
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The role of hedge funds in the Swiss franc foreign exchange market
Gentner, Jessica - 2024
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The dynamic quantile approach for VaR estimation : empirical evidence from Indonesia banking industry
Saadah, Siti; Suhartoko, Yohanes B.; Uyanto, Stanislaus S. - In: Cogent business & management 11 (2024) 1, pp. 1-11
This study estimates value-at-risk (VaR) to measure foreign exchange risk in Indonesia's banking industry using quantile regression (QR) approach. Four large banks whose capital and assets were the biggest were observed, and their selection was based on their market share in the industry. To...
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Performance of crypto-Forex portfolios based on intraday data
Esparcia, Carlos; López, Raquel - In: Research in international business and finance 69 (2024), pp. 1-32
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The impact of currency carry trade activity on the transmission of monetary policy
Boeck, Maximilian; Steshkova, Alina; Zörner, Thomas - 2024 - This Version: August 2024
This paper examines how carry trade activity affects the transmission of monetary policy in currency markets. It analyzes a set of developed and emerging market currencies against the U.S. dollar. The U.S. dollar appreciates in response to a conventional monetary policy shock but depreciates to...
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Predictive modeling of foreign exchange trading signals using machine learning techniques
Enkhbayar, Sugarbayar; Ślepaczuk, Robert - 2024
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Crypto exchange tokens
Garratt, Rod; Oordt, Maarten R. C. van - 2024
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FX markets and FX interventions: insights from a Markets Committee Workshop : insights from a Markets Committee Workshop on FX Markets and FX Interventions chaired by Jwahong Min (Bank of Korea)
Min, Jwahong (contributor) - Bank für Internationalen Zahlungsausgleich / Markets … - 2024
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Dealer risk limits and currency returns
Barbiero, Omar; Bräuning, Falk; Joaquim, Gustavo; … - 2024 - This version: August 2024
We leverage supervisory microdata to uncover the role of global banks' risk limits in driving exchange rate dynamics. Consistent with a model of currency intermediation under risk constraints, shocks to dealers' risk limits lead to price and quantity adjustments in the foreign exchange market....
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Volatility spillover effect from energy markets to foreign exchange markets : the case of Central and Eastern European and Eurasian countries
Živkov, Dejan; Kuzman, Boris; Papić-Blagojević, Nataša - In: Prague economic papers : a bimonthly journal of … 33 (2024) 4, pp. 478-503
This paper investigates the nonlinear risk transmission from the oil and natural gas markets to the foreign exchange markets of five energy importers and one major energy exporter. We separate conditional volatility into the transitory (short-term) and permanent (long-term) parts, and then these...
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High-frequency effects of novel news on the EURUSD exchange rate
Kebe, Miha; Uhl, Matthias - In: The journal of behavioral finance : a publication of … 25 (2024) 2, pp. 194-207
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Interconnectedness in the FOREX market during the high inflation regime : a network analysis
Ahmed, Shamima; Akhtaruzzaman, Md.; Le, Van; Nath, Tamal; … - In: Research in international business and finance 71 (2024), pp. 1-13
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African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk
Huang, Shoujun; Gubareva, Mariya; Teplova, Tamara V.; … - In: Energy economics 136 (2024), pp. 1-22
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Emerging influence of the RMB on currency markets in a transpiring tri-polar international monetary system
Wang, Peijie; Wang, Ping - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 443-464
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Political uncertainty and currency markets
Leippold, Markus; Matthys, Felix; Mueller, Philippe; … - 2024
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Eliminating the black market : evidence from a lottery gambling policy in Thailand
Hongdilokkul, Natt; Archawa Paweenawat; Krislert … - 2024
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Foreign exchange hedging using regime-switching models : the case of pound sterling
Lee, Taehyun; Moutzouris, Ioannis C.; Papapostolou, Nikos C. - 2024
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International capital flow pressures and global factors
Goldberg, Linda S.; Krogstrup, Signe - 2023
The risk sensitivity of international capital flow pressures is explored using a new Exchange Market Pressure index that combines pressures observed in exchange rate adjustments with model-based estimates of incipient pressures that are masked by foreign exchange interventions and policy rate...
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Profit bridges that disambiguate impacts of currency fluctuations from other marketing variables
Smith, Tim J.; Westra, Kyle T.; Phipps, Nathan L. - In: Journal of revenue and pricing management 22 (2023) 1, pp. 34-43
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Volatility Connectedness on European Emerging Forex Markets
Albrecht, Peter; Kočenda, Evžen - 2023
We provide a comprehensive assessment of volatility connectedness between the currencies of Central European (CE) countries using high-frequency data from 2009 to 2022. We assess asymmetries in connectedness (not investigated for CE currencies before) and document domination of the negative...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014354171
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Herd Instinct in the Digital Currency Markets
Song, Minwoo; Baek, Seungho - 2023
We establish that the actions of influential opinion leaders in the digital currency markets and potential investors following their lead drive abnormal cryptocurrency returns. We develop a psychological and behavioral factor, named the herd behavior index, that detects the herd instinct of the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014354542
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Sovereign CDS and Currency Carry Trades
Calice, Giovanni; Lin, Ming-Tsung; Sickles, Robin C.; … - 2023
We investigate the link between sovereign credit default swaps (CDS) and currency carry trades. We demonstrate that the term structure of sovereign CDS exhibits a significant explanatory power for crash risk and currency risk. We show that global uncertainty shocks in developed economies have a...
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Crypto and Foreign Currency Markets : Is There a Contagion Risk?
Handika, Rangga; Mitra, Rajarshi - 2023
Notwithstanding the role of natural disasters and pandemics in disruptions in financial transactions, a potential contagion between the cryptocurrency market and the foreign exchange market since the coronavirus 2019 pandemic remains underexplored. We examine financial contagion between nine...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014355734
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Impact of trading hours extensions on foreign exchange volatility : intraday evidence from the Moscow exchange
Frömmel, Michael; Kadioglu, Eyup - In: Financial innovation : FIN 9 (2023) 1, pp. 1-23
Using transaction-level tick-by-tick data of same- and next-day settlement of the Russian Ruble versus the US Dollar exchange rate (RUB/USD) traded on the Moscow Exchange Market during the period 2005-2013, we analyze the impact of trading hours extensions on volatility. During the sample...
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Foreign exchange order flow as a risk factor
Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2023
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HFTs and dealer banks : liquidity and price discovery in fx trading
Huang, Wenqian; O'Neill, Peter; Ranaldo, Angelo; Yu, Shihao - 2023
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Volatility connectedness on the Central European forex markets
Albrecht, Peter; Kočenda, Evžen - 2023
We provide a comprehensive assessment of volatility connectedness between the currencies of Central European (CE) countries using high-frequency data from 2009 to 2022. We assess asymmetries in connectedness (not investigated for CE currencies before) and document domination of the negative...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014414188
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Order flow-based microstructure analysis of the spot exchange rate in Zambia
Phiri, Sydney Chauwa; Chisha, Keegan; Chipili, Jonathan M. - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014416176
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