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~type_genre:"Fallstudie"
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ECONIS (ZBW)
1,375
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61
Spot asset carry cost rates and futures hedge ratios
Leistikow, Dean
;
Chen, Ren-Raw
;
Xu, Yuewu
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1741-1779
Persistent link: https://www.econbiz.de/10013191996
Saved in:
62
The information effect of order flows in foreign currency futures and spot markets
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004
Saved in:
63
On hedge parameters of currency options
Choi, Youngna
;
Yoon, Yeomin
- In:
International journal of business
27
(
2022
)
1
,
pp. 42-59
Persistent link: https://www.econbiz.de/10013183759
Saved in:
64
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
65
Interaction of onshore and offshore rupee markets
Raizada, Gaurav
;
Rao, Nageswara
- In:
The journal of prediction markets
16
(
2022
)
3
,
pp. 17-40
Persistent link: https://www.econbiz.de/10014290431
Saved in:
66
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
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67
Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets
Lin, Juan
;
Wu, Ximing
;
Yang, Panye
- In:
Applied economics
54
(
2022
)
60
,
pp. 6850-6862
Persistent link: https://www.econbiz.de/10013494324
Saved in:
68
FX swaps and forwards in global dollar debt : "known knowns" and "known unknowns"
McGuire, Patrick M.
- In:
Japan and the world economy : international journal of …
64
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013500542
Saved in:
69
Covered interest rate parity deviations in the Asia-Pacific
Bilson, Chris M.
;
Brailsford, Timothy J.
;
Rajaguru, …
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013357251
Saved in:
70
Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
Saved in:
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