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The economic record : er
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1
Informed trading in foreign exchange futures : payroll news timing
Park, Yang-Ho
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401849
Saved in:
2
Forex trading and the WMR Fix
Evans, Martin D. D.
- In:
Journal of banking & finance
87
(
2018
),
pp. 233-247
Persistent link: https://www.econbiz.de/10011962530
Saved in:
3
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
4
Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo
;
Tunaru, Radu
;
Urga, Giovanni
- In:
Journal of banking & finance
58
(
2015
),
pp. 361-375
Persistent link: https://www.econbiz.de/10011544021
Saved in:
5
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
6
Convertibility restriction in China's foreign exchange market and its impact on forward pricing
Wang, Yi David
- In:
Journal of banking & finance
50
(
2015
),
pp. 616-631
Persistent link: https://www.econbiz.de/10010510175
Saved in:
7
Does the forward premium puzzle disappear over the horizon?
Snaith, Stuart
;
Coakley, Jerry
;
Kellard, Neil
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3681-3693
Persistent link: https://www.econbiz.de/10010126302
Saved in:
8
Impact of macro-economic surprises on carry trade activity
Hutchison, Michael M.
;
Sushko, Vladyslav
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1133-1147
Persistent link: https://www.econbiz.de/10009716241
Saved in:
9
A re-examination of exposure to exchange rate risk : the impact of earnings management and currency derivative usage
Chang, Feng-yi
;
Hsin, Chin-wen
;
Shiah-hou, Shin-rong
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3243-3257
Persistent link: https://www.econbiz.de/10009782177
Saved in:
10
The effectiveness of position limits : evidence from the foreign exchange futures markets
Chang, Ya-kai
;
Chen, Yu-lun
;
Chou, Robin K.
;
Gau, Yin-feng
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4501-4509
Persistent link: https://www.econbiz.de/10010246949
Saved in:
11
When and how US dollar shortages evolved into the full crisis? : evidence from the cross-currency swap market
Baba, Naohiko
;
Sakurai, Yuji
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1450-1463
Persistent link: https://www.econbiz.de/10009244966
Saved in:
12
News announcements and price discovery in foreign exchange spot and futures markets
Chen, Yu-lun
;
Gau, Yin-feng
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1628-1636
Persistent link: https://www.econbiz.de/10008649423
Saved in:
13
Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko
;
Packer, Frank
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
Saved in:
14
Commodity currencies : why are exchange rate futures biased if commodity futures are not?
Kearns, Jonathan
- In:
The economic record : er
83
(
2007
),
pp. 60-73
Persistent link: https://www.econbiz.de/10003421670
Saved in:
15
Dynamics of realized volatilities and correlations : an empirical study
Ferland, René
;
Lalancette, Simon
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2109-2130
Persistent link: https://www.econbiz.de/10003339530
Saved in:
16
The forward bias in the ECU : peso risks vs. fads and fashions
Sercu, Piet
;
Vinaimont, Tom
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2409-2432
Persistent link: https://www.econbiz.de/10003355809
Saved in:
17
'That courage is not inconsistent with caution' : currency hedging for superannuation funds
Thorp, Susan
- In:
The economic record : er
81
(
2005
)
252
,
pp. 38-50
Persistent link: https://www.econbiz.de/10002712826
Saved in:
18
Futures trading activity and predictable foreign exchange market movements
Wang, Changyun
- In:
Journal of banking & finance
28
(
2004
)
5
,
pp. 1023-1041
Persistent link: https://www.econbiz.de/10002006693
Saved in:
19
Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes : theory and evidence
Nucci, Francesco
- In:
Journal of banking & finance
27
(
2003
)
2
,
pp. 183-200
Persistent link: https://www.econbiz.de/10001721793
Saved in:
20
Currency hedging for international stock portfolios : the usefulness of mean-variance analysis
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
- In:
Journal of banking & finance
27
(
2003
)
2
,
pp. 327-349
Persistent link: https://www.econbiz.de/10001721811
Saved in:
21
Efficient estimation and testing of alternative models of currency futures contracts
Sequeira, John M.
;
McAleer, Michael
;
Chow, Ying-Foon
- In:
The economic record : er
77
(
2001
),
pp. 270-282
Persistent link: https://www.econbiz.de/10001752337
Saved in:
22
Interdependence and dynamics in currency future markets : a multivariate analysis of intraday data
Elyasiani, Elyas
;
Kocagil, Ahmet Enis
- In:
Journal of banking & finance
25
(
2001
)
6
,
pp. 1161-1186
Persistent link: https://www.econbiz.de/10001580912
Saved in:
23
The risk of foreign currency contingent claims at US commercial banks
Chaudhry, Mukesh
(
contributor
)
- In:
Journal of banking & finance
24
(
2000
)
9
,
pp. 1399-1417
Persistent link: https://www.econbiz.de/10001501598
Saved in:
24
Seasonalities and intraday return patterns in the foreign currency futures market
Cornett, Marcia Millon
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 843-869
Persistent link: https://www.econbiz.de/10001185508
Saved in:
25
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
26
Forward discount bias : is it near-rationality in the foreign exchange market?
Gruen, David W. R.
- In:
The economic record : er
71
(
1995
)
213
,
pp. 157-166
Persistent link: https://www.econbiz.de/10001186623
Saved in:
27
Exchange rate forecasts with the Michigan Quarterly Econometric Model of the US economy
Howrey, E. Philip
- In:
Journal of banking & finance
18
(
1994
)
1
,
pp. 27-41
Persistent link: https://www.econbiz.de/10001156047
Saved in:
28
A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets
Hilliard, Jimmy E.
- In:
Journal of banking & finance
16
(
1992
)
6
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10001136204
Saved in:
29
Efficiency in currency futures markets : Sure vs. FIML estimates
Avsar, Serdar A.
- In:
The economic record : er
(
1992
),
pp. 130-134
Persistent link: https://www.econbiz.de/10001130515
Saved in:
30
Single beta models and currency futures prices
McCurdy, Thomas H.
- In:
The economic record : er
(
1992
),
pp. 117-129
Persistent link: https://www.econbiz.de/10001130518
Saved in:
31
Rewards available to currency futures speculators : compensation for risk or evidence of inefficient pricing?
Taylor, Stephen
- In:
The economic record : er
(
1992
),
pp. 105-116
Persistent link: https://www.econbiz.de/10001130521
Saved in:
32
A comparison of foreign exchange forward and futures prices
Polakoff, Michael A.
- In:
Journal of banking & finance
15
(
1991
)
6
,
pp. 1057-1080
Persistent link: https://www.econbiz.de/10001115892
Saved in:
33
Efficiency in the forward foreign exchange market : weekly tests of the Australian/US dollar exchange rate January 1984 - March 1987
Kearney, Colm
- In:
The economic record : er
67
(
1991
)
198
,
pp. 237-242
Persistent link: https://www.econbiz.de/10001125402
Saved in:
34
The effects of domestic and foreign yield curves on the value of currency American call options
Choe, Chong-mu
- In:
Journal of banking & finance
14
(
1990
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001088208
Saved in:
35
The market making of forward contracts with premature delivery provision
Kraizberg, Elli
- In:
Journal of banking & finance
14
(
1990
)
4
,
pp. 691-716
Persistent link: https://www.econbiz.de/10001096404
Saved in:
36
Predicting currency return volatility
Scott, Elton
- In:
Journal of banking & finance
13
(
1989
)
6
,
pp. 839-851
Persistent link: https://www.econbiz.de/10001080598
Saved in:
37
Biases in option prices : evidence from the foreign currency option market
Adams, Paul D.
- In:
Journal of banking & finance
11
(
1987
)
4
,
pp. 549-562
Persistent link: https://www.econbiz.de/10001039985
Saved in:
38
Valuation of American options on foreign currency
Shastri, Kuldeep
- In:
Journal of banking & finance
11
(
1987
)
2
,
pp. 245-269
Persistent link: https://www.econbiz.de/10001033908
Saved in:
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