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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatilität"
~subject:"Währungsrisiko"
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Volatilität
Währungsrisiko
Devisenmarkt
84
Foreign exchange market
84
Exchange rate
33
Wechselkurs
33
Theorie
26
Theory
26
Volatility
25
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Byrne, Joseph P.
2
Du, Ding
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Hu, Ou
2
Narayan, Paresh Kumar
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Sakemoto, Ryuta
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Andreou, Elena
1
Anselmo, Peter C.
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Journal of financial economics
Journal of international financial markets, institutions & money
Journal of international money and finance
32
Journal of banking & finance
20
NBER working paper series
20
NBER Working Paper
19
Working paper / National Bureau of Economic Research, Inc.
18
Economic modelling
15
Finance research letters
14
International review of financial analysis
13
Applied economics
12
CESifo working papers
12
Research in international business and finance
11
The North American journal of economics and finance : a journal of financial economics studies
10
Discussion paper / Centre for Economic Policy Research
9
International journal of finance & economics : IJFE
9
International review of economics & finance : IREF
9
Applied financial economics
8
Discussion papers / CEPR
8
Journal of multinational financial management
8
Journal of empirical finance
7
The European journal of finance
7
Emerging markets review
6
IMF working papers
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Journal of financial markets
6
The journal of finance : the journal of the American Finance Association
6
The journal of futures markets
6
Energy economics
5
Global business review
5
IMF working paper
5
International finance discussion papers
5
Journal of risk and financial management : JRFM
5
BIS Working Paper
4
BIS quarterly review : international banking and financial market developments
4
Discussion paper
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Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
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Global finance journal
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International journal of theoretical and applied finance
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ECONIS (ZBW)
34
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1
Currency carry trade : the decline in performance after the 2008 Global Financial Crisis
Fan, Zhenzhen
;
Paseka, Alexander
;
Qi, Zhen
;
Zhang, Qi
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013412772
Saved in:
2
Conditionally-hedged currency carry trades
Choi, Jin-ho
;
Suh, Sangwon
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013358798
Saved in:
3
Currency momentum strategies based on the Chinese Yuan : timing of foreign exchange volatility
Hsu, Ching-Chi
;
Chen, Miao-Ling
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012800675
Saved in:
4
To hedge or not to hedge : carry trade dynamics in the emerging economies
Geyikçi, Utku Bora
;
Özyıldırım, Süheyla
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012802157
Saved in:
5
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:
6
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets
Serdengeçti, Süleyman
;
Sensoy, Ahmet
;
Nguyen, Duc Khoung
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012802721
Saved in:
7
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:
8
Entangled risks in incomplete FX markets
Maurer, Thomas
;
Tran, Ngoc-Khanh
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 146-165
Persistent link: https://www.econbiz.de/10012650663
Saved in:
9
Global currency hedging with common risk factors
Opie, Wei
;
Riddiough, Steven J.
- In:
Journal of financial economics
136
(
2020
)
3
,
pp. 780-805
Persistent link: https://www.econbiz.de/10012545731
Saved in:
10
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
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