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subject:"Estimation"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Currency derivative"
~subject:"Theorie"
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Estimation
Currency derivative
Theorie
Devisenmarkt
34
Foreign exchange market
34
Schätzung
13
Exchange rate
12
Theory
12
Wechselkurs
11
Efficient market hypothesis
7
Effizienzmarkthypothese
7
Volatility
7
Volatilität
7
Capital income
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Interest rate parity
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Kapitaleinkommen
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Geldpolitik
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Industrialized countries
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Agénor, Pierre-Richard
1
Al-Khazali, Osamah M.
1
Bai, Jiancheng
1
Biswas, Amit K.
1
Blenman, Lloyd P.
1
Boschen, John Fink
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International review of economics & finance : IREF
Journal of international money and finance
84
Working paper / National Bureau of Economic Research, Inc.
55
NBER working paper series
51
NBER Working Paper
46
Discussion paper / Centre for Economic Policy Research
31
Journal of international financial markets, institutions & money
28
Applied economics
26
International review of financial analysis
26
Economics letters
25
Journal of banking & finance
23
Journal of international economics
22
Economic modelling
21
The European journal of finance
17
Applied economics letters
16
Applied financial economics
15
Finance research letters
15
Discussion paper / Tinbergen Institute
14
Europäische Hochschulschriften / 5
14
IMF working paper
14
IMF working papers
13
International journal of finance & economics : IJFE
13
CESifo working papers
12
The journal of futures markets
12
Wiley trading series
12
Journal of financial economics
11
Research in international business and finance
11
Working papers / Economics Department, Georgetown University
11
Global finance journal
10
International finance discussion papers
10
Journal of empirical finance
10
Working paper
10
Discussion paper
9
Discussion papers / CEPR
9
Journal of economic dynamics & control
9
Journal of financial markets
9
Journal of foreign exchange and international finance : JFEIF
9
Open economies review
9
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
8
Discussion paper series / LSE Financial Markets Group
8
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ECONIS (ZBW)
21
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1
The optimal strategies of competitive high-frequency traders and effects on market liquidity
Ge, Hengshun
;
Yang, Haijun
;
Doukas, John A.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 653-679
Persistent link: https://www.econbiz.de/10014492246
Saved in:
2
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
3
Hedging performance using google trends : evidence from the Indian forex options market
Chi, Tsung-Li
;
Liu, Hung-Tsen
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 107-123
Persistent link: https://www.econbiz.de/10014424052
Saved in:
4
Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
Saved in:
5
Liquidity, covered interest rate parity, and zero lower bound in Japan’s foreign exchange markets
Chen, W. D.
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 334-349
Persistent link: https://www.econbiz.de/10012486928
Saved in:
6
Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel
;
Shraiber, Bentsi
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
Saved in:
7
Carry trades, agent heterogeneity and the exchange rate
Li, Xiao-Ping
;
Zhou, Chun-Yang
;
Tong, Bin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 343-358
Persistent link: https://www.econbiz.de/10012372800
Saved in:
8
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
9
The uncovered interest rate parity anomaly and trading activity by non-dealer financial firms
Boschen, John Fink
;
Smith, Kimberly J.
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 333-342
Persistent link: https://www.econbiz.de/10011626421
Saved in:
10
Does the central bank's intervention benefit trade balance? : empirical evidence from China
Hsiao, Yu-ming
;
Pan, Sheng-chieh
;
Wu, Po-chin
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 130-139
Persistent link: https://www.econbiz.de/10009428081
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