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subject:"Estimation"
~isPartOf:"Journal of multinational financial management"
~subject:"Portfolio selection"
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Estimation
Portfolio selection
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Devisenmarkt
23
Foreign exchange market
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Abankwa, Samuel
1
BenSaïda, Ahmed
1
Blenman, Lloyd P.
1
Chemkha, Rahma
1
Ghorbel, Ahmed
1
Hao, Xinlei
1
Karolyi, G. Andrew
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Luo, Ji
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MacDonald, Ronald
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Pan, Dongtao
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Journal of multinational financial management
Journal of international money and finance
41
Working paper / National Bureau of Economic Research, Inc.
36
NBER Working Paper
31
NBER working paper series
31
International review of financial analysis
23
Applied economics
17
Discussion paper / Centre for Economic Policy Research
17
International review of economics & finance : IREF
16
Journal of banking & finance
16
Journal of international financial markets, institutions & money
16
Finance research letters
13
Applied financial economics
12
Economic modelling
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Applied economics letters
11
CESifo working papers
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International journal of finance & economics : IJFE
10
Journal of financial economics
10
Research in international business and finance
10
The European journal of finance
10
Global finance journal
9
Discussion papers / CEPR
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Discussion paper
7
Journal of empirical finance
7
Journal of international economics
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
The review of financial studies
6
Working paper
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Discussion paper / Deutsche Bundesbank
5
Economics letters
5
Journal of economic dynamics & control
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial markets
5
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
5
SNB working papers
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The North American journal of economics and finance : a journal of financial economics studies
5
The empirical economics letters : a monthly international journal of economics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Bundesbank Series 1 Discussion Paper
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1
Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Hao, Xinlei
;
Ma, Yong
;
Pan, Dongtao
- In:
Journal of multinational financial management
73
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014526940
Saved in:
2
Understanding the pricing of currency risk in global equity markets
Karolyi, G. Andrew
;
Wu, Ying
- In:
Journal of multinational financial management
63
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013447606
Saved in:
3
Connectedness between cryptocurrencies and foreign exchange markets : implication for risk management
Chemkha, Rahma
;
BenSaïda, Ahmed
;
Ghorbel, Ahmed
- In:
Journal of multinational financial management
59
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012794677
Saved in:
4
Measuring liquidity risk effects on carry trades across currencies and regimes
Abankwa, Samuel
;
Blenman, Lloyd P.
- In:
Journal of multinational financial management
60
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012794687
Saved in:
5
Diversification role of currency momentum for carry trade : evidence from financial crises
Yamani, Ehab
- In:
Journal of multinational financial management
49
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314313
Saved in:
6
Timing liquidity in the foreign exchange market : Did hedge funds do it?
Luo, Ji
;
Tee, Kaihong
;
Li, Baibing
- In:
Journal of multinational financial management
40
(
2017
),
pp. 47-62
Persistent link: https://www.econbiz.de/10011927807
Saved in:
7
Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations
Thapa, Chandra
;
Neupane, Suman
;
Marshall, Andrew P.
- In:
Journal of multinational financial management
34
(
2016
),
pp. 46-64
Persistent link: https://www.econbiz.de/10011719925
Saved in:
8
Hedging exchange rate risk in the gold market : a panel data analysis
Wang, Kuan Min
;
Lee, Yuan-Ming
- In:
Journal of multinational financial management
35
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011719959
Saved in:
9
Is the foreign exchange market 'risky'? : Some new survey-based results
MacDonald, Ronald
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001481094
Saved in:
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