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isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Discussion papers / CEPR"
~subject:"Bid-ask spread"
~subject:"Risk premium"
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Bid-ask spread
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International journal of finance & economics : IJFE
Discussion papers / CEPR
Journal of international money and finance
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18
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16
NBER working paper series
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
A span of continuous trades and liquidity dynamics in foreign exchange markets
Chien, Chih-Chung
;
Chen, Shikuan
;
Chang, Ming-Jen
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 144-168
Persistent link: https://www.econbiz.de/10014253161
Saved in:
2
Mispricing and risk premia in currency markets
Bartram, Söhnke M.
;
Djuranovik, Leslie
;
Garratt, Anthony
; …
-
2023
Persistent link: https://www.econbiz.de/10014390295
Saved in:
3
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014235331
Saved in:
4
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014245303
Saved in:
5
Volatility (dis)connect in international markets
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2022
Persistent link: https://www.econbiz.de/10012938941
Saved in:
6
A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo
;
Marin, Emile
-
2020
Persistent link: https://www.econbiz.de/10012214844
Saved in:
7
Uncovered interest parity and the efficiency of the foreign exchange market : a re-examination of the evidence
Olmo, Jose
;
Pilbeam, Keith
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10009159745
Saved in:
8
The performance of currency hedge funds and the yen/USD carry trade
Peltomäki, Jarkko
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 103-113
Persistent link: https://www.econbiz.de/10009159831
Saved in:
9
Bid-ask spread and order size in the foreign exchange market : an empirical investigation
Ding, Liang
- In:
International journal of finance & economics : IJFE
14
(
2009
)
1
,
pp. 98-105
Persistent link: https://www.econbiz.de/10003807528
Saved in:
10
Macro lessons from microstructure
Osler, Carol
- In:
International journal of finance & economics : IJFE
11
(
2006
)
1
,
pp. 55-80
Persistent link: https://www.econbiz.de/10003305061
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