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subject:"US-Dollar"
~isPartOf:"The journal of futures markets"
~subject:"Exchange rate"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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The journal of futures markets
Journal of international money and finance
77
Journal of policy modeling : JPMOD ; a social science forum of world issues
49
Journal of international financial markets, institutions & money
31
Journal of the Japanese and international economies : an international journal ; JJIE
26
Journal of money, credit and banking : JMCB
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Open economies review
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Applied economics
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of finance & economics : IJFE
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Journal of Asian economics
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Journal of international economics
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Journal of banking & finance
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
16
Research in international business and finance
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Intereconomics : review of European economic policy
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Japan and the world economy : international journal of theory and policy
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Journal of economics and finance
14
Journal of forecasting
14
BIS quarterly review : international banking and financial market developments
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Global finance journal
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Atlantic economic journal : AEJ
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International finance
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International review of financial analysis
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Review of international economics
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Revue économique : revue bimestrielle
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The Cato journal : an interdisciplinary journal of public policy analysis
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The dollarization debate
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economic journal
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Review of international political economy : RIPE
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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1
Contagion or flight-to-quality? : the linkage between oil price and the US dollar based on the local Gaussian approach
Ming, Lei
;
Shen, Yao
;
Yang, Shenggang
;
Dong, Minyi
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 722-750
Persistent link: https://www.econbiz.de/10013187583
Saved in:
2
Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn
;
Heaney, Richard A.
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
Saved in:
3
Information flow between forward and spot markets : evidence from the Chinese Renminbi
Tong, Jiadong
;
Wang, Zijun
;
Yang, Jian
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 695-718
Persistent link: https://www.econbiz.de/10011568547
Saved in:
4
Currency carry trades : the role of macroeconomic news and futures market speculation
Kim, Suk-Joong
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1076-1107
Persistent link: https://www.econbiz.de/10011569016
Saved in:
5
How important is a non-default factor for CDS valuation?
Guo, Biao
;
Han, Qian
;
Lee, Jaeram
;
Ryu, Doojin
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1088-1101
Persistent link: https://www.econbiz.de/10011546218
Saved in:
6
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
7
A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
Saved in:
8
A copula-based quantile risk measure approach to estimate the optimal hedge ratio
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 658-675
Persistent link: https://www.econbiz.de/10010507942
Saved in:
9
Risk premia in the ruble-dollar futures market
Pereseckij, Anatolij A.
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 191-214
Persistent link: https://www.econbiz.de/10001218564
Saved in:
10
Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L.
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
Saved in:
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