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subject:"Estimation"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Currency derivative"
~subject:"USA"
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Estimation
Currency derivative
USA
Devisenmarkt
64
Foreign exchange market
64
Exchange rate
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Wechselkurs
28
Volatility
20
Volatilität
20
Theorie
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Theory
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Aktienmarkt
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Stenfors, Alexis
2
Ammer, John
1
Atenga, Eric Martial Etoundi
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Bachman, Daniel David
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Ben Omrane, Walid
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Journal of international financial markets, institutions & money
Journal of international money and finance
46
Working paper / National Bureau of Economic Research, Inc.
37
Journal of banking & finance
25
International review of financial analysis
21
NBER working paper series
21
NBER Working Paper
20
Applied economics
18
Discussion paper / Centre for Economic Policy Research
16
International review of economics & finance : IREF
15
Applied financial economics
14
Journal of international economics
13
Wiley trading series
13
Applied economics letters
12
Economic modelling
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The journal of futures markets
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The review of economics and statistics
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CESifo working papers
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Economics letters
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Global finance journal
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Finance research letters
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International finance discussion papers
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The European journal of finance
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International journal of finance & economics : IJFE
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Research in international business and finance
9
The review of financial studies
9
Discussion paper
8
Wiley trading
8
Journal of financial markets
7
The empirical economics letters : a monthly international journal of economics
7
The journal of trading
7
Working papers / Economics Department, Georgetown University
7
Discussion papers / CEPR
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of empirical finance
6
Journal of financial economics
6
Journal of foreign exchange and international finance : JFEIF
6
Journal of money, credit and banking : JMCB
6
Journal of multinational financial management
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ECONIS (ZBW)
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1
Return and volatility spillovers to African currencies markets
Atenga, Eric Martial Etoundi
;
Mougoué, Mbodja
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012802179
Saved in:
2
The conditional volatility premium on currency portfolios
Byrne, Joseph P.
;
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803308
Saved in:
3
Volatility and dynamic currency hedging
Cho, Jae-Beom
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012495677
Saved in:
4
Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
Kočenda, Evžen
;
Moravcová, Michala
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 42-64
Persistent link: https://www.econbiz.de/10012127823
Saved in:
5
Intraday effects of the currency market
Khademalomoom, Siroos
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 65-77
Persistent link: https://www.econbiz.de/10012127824
Saved in:
6
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
7
Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
Saved in:
8
The sign switch effect of macroeconomic news in foreign exchange markets
Ben Omrane, Walid
;
Savaşer, Tanseli
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011690449
Saved in:
9
Foreign exchange market inefficiency and exchange rate anomalies
Li, Jing
;
Miller, Norman C.
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 311-320
Persistent link: https://www.econbiz.de/10011474591
Saved in:
10
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market : evidence form survey data
Prat, Georges
;
Uctum, Remzi
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 33-54
Persistent link: https://www.econbiz.de/10009707514
Saved in:
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