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subject:"Estimation"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The European journal of finance"
~subject:"Currency derivative"
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Estimation
Currency derivative
Devisenmarkt
74
Foreign exchange market
74
Exchange rate
31
Wechselkurs
31
Theorie
21
Theory
21
Volatility
21
Volatilität
21
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Neely, Christopher J.
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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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Journal of banking & finance
The European journal of finance
Journal of international money and finance
38
Working paper / National Bureau of Economic Research, Inc.
22
NBER working paper series
21
International review of financial analysis
20
NBER Working Paper
20
Applied economics
16
Journal of international financial markets, institutions & money
16
International review of economics & finance : IREF
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Discussion paper / Centre for Economic Policy Research
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Wiley trading series
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Applied economics letters
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Journal of international economics
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Research in international business and finance
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The empirical economics letters : a monthly international journal of economics
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5
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European economic review : EER
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Journal of empirical finance
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Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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Working papers / Economics Department, Georgetown University
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Bundesbank Series 1 Discussion Paper
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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CFS working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
27
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1
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
2
The bullish and the bearish engulfing patterns : beating the forex market or being beaten?
Alanazi, Ahmed S.
- In:
The European journal of finance
26
(
2020
)
15
,
pp. 1484-1505
Persistent link: https://www.econbiz.de/10012314632
Saved in:
3
Risk-adjusted return managed carry trade
Dupuy, Philippe
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
Saved in:
4
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
5
Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
Saved in:
6
Jumps, cojumps, and efficiency in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
7
Forex trading and the WMR Fix
Evans, Martin D. D.
- In:
Journal of banking & finance
87
(
2018
),
pp. 233-247
Persistent link: https://www.econbiz.de/10011962530
Saved in:
8
Forecasting implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
Saved in:
9
Financial crime "hot spots" : empirical evidence from the foreign exchange market
El Mouaaouy, Florian
- In:
The European journal of finance
24
(
2018
)
7/9
,
pp. 565-583
Persistent link: https://www.econbiz.de/10012244371
Saved in:
10
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
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