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~person:"Peel, David"
~person:"Röthig, Andreas"
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12
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Peel, David
Röthig, Andreas
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ECONIS (ZBW)
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1
Do speculative traders anticipate or follow USD/EUR exchange rate movements? : new evidence on the efficiency of the EUR currency futures market
Hossfeld, Oliver
;
Röthig, Andreas
- In:
Finance research letters
18
(
2016
),
pp. 218-225
Persistent link: https://www.econbiz.de/10011657024
Saved in:
2
Time-varying cross-speculation in currency futures markets : an empirical analysis
Röthig, Andreas
;
Röthig, Andreea
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 225-233)
.
2014
Persistent link: https://www.econbiz.de/10011286584
Saved in:
3
Cross-speculation in currency futures markets
Röthig, Andreas
- In:
International journal of finance & economics : IJFE
17
(
2012
)
3
,
pp. 272-278
Persistent link: https://www.econbiz.de/10009615683
Saved in:
4
On speculators and hedgers in currency futures markets : who leads whom?
Röthig, Andreas
- In:
International journal of finance & economics : IJFE
16
(
2011
)
1
,
pp. 63-69
Persistent link: https://www.econbiz.de/10009159822
Saved in:
5
Small traders in currency futures markets
Röthig, Andreas
;
Chiarella, Carl
- In:
The journal of futures markets
31
(
2011
)
9
,
pp. 898-913
Persistent link: https://www.econbiz.de/10009355773
Saved in:
6
The forward premium puzzle in the interwar period and deviations from covered interest parity
Payá, Ivan
;
Peel, David
;
Spiru, Alina
- In:
Economics letters
108
(
2010
)
1
,
pp. 55-57
Persistent link: https://www.econbiz.de/10008662258
Saved in:
7
Ex ante real returns in foreward market speculation in the inter-war period : evidence and prediction
Payá, Ivan
;
Peel, David
- In:
New trends in macroeconomics : with 38 tables
,
(pp. 127-145)
.
2005
Persistent link: https://www.econbiz.de/10003022239
Saved in:
8
Long-memory risk premia in exchange rates
Byers, J. David
- In:
The Manchester School of Economic and Social Studies
64
(
1996
)
4
,
pp. 421-438
Persistent link: https://www.econbiz.de/10001214527
Saved in:
9
Time-varying risk premia and the term structure of forward exchange rates
Peel, David
- In:
The Manchester School of Economic and Social Studies
63
(
1995
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10001179036
Saved in:
10
Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period
Byers, J. David
- In:
Economics letters
35
(
1991
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001102340
Saved in:
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