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isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
~isPartOf:"Journal of international financial markets, institutions & money"
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Advances in futures and options research : a research annual
Journal of foreign exchange and international finance : JFEIF
Journal of international financial markets, institutions & money
The journal of futures markets
116
Journal of international money and finance
87
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ECONIS (ZBW)
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1
Deviations from covered interest parity in the emerging markets after the global financial crisis
Geyikçi, Utku Bora
;
Özyıldırım, Süheyla
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014433228
Saved in:
2
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
; …
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014433286
Saved in:
3
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
4
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:
5
Stock market and deviations from covered interest parity
Ibhagui, Oyakhilome
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012803210
Saved in:
6
An efficient method for pricing foreign currency options
Chen, Rongda
;
Zhou, Hanxian
;
Yu, Lean
;
Zhang, Shuonan
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012803673
Saved in:
7
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
Saved in:
8
From CIP-deviations to a market for risk premia : a dynamic investigation of cross-currency basis swaps
Chatziantoniou, Ioannis
;
Gabauer, David
;
Stenfors, Alexis
- In:
Journal of international financial markets, …
69
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495926
Saved in:
9
Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
Kočenda, Evžen
;
Moravcová, Michala
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 42-64
Persistent link: https://www.econbiz.de/10012127823
Saved in:
10
Can structural changes in the persistence of the forward premium explain the forward premium anomaly?
Cho, Dooyeon
;
Chun, Sungju
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 225-235
Persistent link: https://www.econbiz.de/10012127851
Saved in:
11
Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
Saved in:
12
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
Caporin, Massimiliano
;
Jimenez-Martin, Juan-Angel
; …
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 159-177
Persistent link: https://www.econbiz.de/10011299343
Saved in:
13
The forward premium puzzle and the Euro
Nagayasu, Jun
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 436-451
Persistent link: https://www.econbiz.de/10011299781
Saved in:
14
Unbiasedness and risk premiums in the Indian currency futures market
Kumar, Satish
;
Trück, Stefan
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010411552
Saved in:
15
The microstructure of covered interest arbitrage in a market with a dominant market maker
Liu, Hao-chen
;
Witte, Mark David
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 25-41
Persistent link: https://www.econbiz.de/10009726481
Saved in:
16
International tax arbitrage, currency options and put-call parity conditions
Strobel, Frank
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 473-486
Persistent link: https://www.econbiz.de/10009623551
Saved in:
17
Pippenger's CIP-based solution to the forward-bias puzzle : a rejoinder
King, Alan
- In:
Journal of international financial markets, …
21
(
2011
)
5
,
pp. 867-873
Persistent link: https://www.econbiz.de/10009504828
Saved in:
18
On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle
Chang, Sanders S.
- In:
Journal of international financial markets, …
21
(
2011
)
4
,
pp. 611-616
Persistent link: https://www.econbiz.de/10009309042
Saved in:
19
The solution to the forward-bias puzzle
Pippenger, John E.
- In:
Journal of international financial markets, …
21
(
2011
)
2
,
pp. 296-304
Persistent link: https://www.econbiz.de/10009247565
Saved in:
20
Currency crisis and the forward discount bias : evidence from emerging economies under breaks
Bai, Shuming
;
Mollick, André Varella
- In:
Journal of international financial markets, …
20
(
2010
)
5
,
pp. 556-574
Persistent link: https://www.econbiz.de/10009247743
Saved in:
21
Testing the forward rate unbiasedness hypothesis during the 1920s
Diamandis, Panayotis F.
;
Georgoutsos, Demetris A.
; …
- In:
Journal of international financial markets, …
18
(
2008
)
4
,
pp. 358-373
Persistent link: https://www.econbiz.de/10003727947
Saved in:
22
Spot-forward cointegration, structural breaks and FX market unbiasedness
Villanueva, O. Miguel
- In:
Journal of international financial markets, …
17
(
2007
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10003413275
Saved in:
23
Currency futures-spot basis and risk premium
Inci, Ahmet Can
;
Lu, Biao
- In:
Journal of international financial markets, …
17
(
2007
)
2
,
pp. 180-197
Persistent link: https://www.econbiz.de/10003441631
Saved in:
24
Selectively hedging the US dollar with foreign exchange futures contracts
Simpson, Marc W.
- In:
Journal of international financial markets, …
14
(
2004
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10001868788
Saved in:
25
Can currency risk be a source of risk premium in explaining forward premium puzzle? : Evidence from Asia-Pacific forward exchange markets
Tai, Chu-sheng
- In:
Journal of international financial markets, …
13
(
2003
)
4
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001792855
Saved in:
26
Time-varying forward bias and the expected excess return
Zhu, Zhen
- In:
Journal of international financial markets, …
12
(
2002
)
2
,
pp. 119-137
Persistent link: https://www.econbiz.de/10001656969
Saved in:
27
The spot-forward relationship revisited : an ERM perspective
MacDonald, Ronald
;
Moore, Michael J.
- In:
Journal of international financial markets, …
11
(
2001
)
1
,
pp. 29-52
Persistent link: https://www.econbiz.de/10001536900
Saved in:
28
Measuring the forward foreign exchange risk premium : multi-country evidence from unobserved components models
Wolff, Christiaan Cornelis Petrus
- In:
Journal of international financial markets, …
10
(
2000
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10001449686
Saved in:
29
The dynamic relationship of volatility, volume, and market depth in currency futures markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001402116
Saved in:
30
Can forward speculation explain deviations from covered interest parity in foreign exchange?
Lenten, Liam J. A.
- In:
Journal of foreign exchange and international finance : …
12
(
1998
)
2
,
pp. 99-120
Persistent link: https://www.econbiz.de/10001400921
Saved in:
31
Fundamentals and fads in exchange market volatility
Sengupta, Jati K.
- In:
Journal of foreign exchange and international finance : …
11
(
1997
)
2
,
pp. 129-140
Persistent link: https://www.econbiz.de/10001400870
Saved in:
32
Intra-day arbitrage in the Singapore Euro-dollar options and futures markets
Raj, Mahendra
;
Dheeriya, Prakash L.
- In:
Journal of foreign exchange and international finance : …
11
(
1997
)
3
,
pp. 211-214
Persistent link: https://www.econbiz.de/10001400872
Saved in:
33
Are banks market timers or market makers? : Explaining foreign exchange trading profits
Ammer, John
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 43-60
Persistent link: https://www.econbiz.de/10001230300
Saved in:
34
Testing for the existence of long-run equilibrium relationships in the foreign exchange futures market
Naka, Atsuyuki
;
Wei, Peihwang
- In:
Journal of international financial markets, …
6
(
1996
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10001498277
Saved in:
35
Global portfolio management of fixed income securities in continuous time
Greenleaf, James A.
;
Hogan, Karen M.
;
Kish, Richard J.
- In:
Journal of international financial markets, …
6
(
1996
)
1
,
pp. 65-85
Persistent link: https://www.econbiz.de/10001498280
Saved in:
36
Currency transaction, international investments, and exchange crisis
Sau, Ranjit
- In:
Journal of foreign exchange and international finance : …
9
(
1995
)
1
,
pp. 56-61
Persistent link: https://www.econbiz.de/10001353998
Saved in:
37
Forward exchange market under imperfect capital mobility
Bokil, S. V.
- In:
Journal of foreign exchange and international finance : …
9
(
1995
)
2
,
pp. 102-114
Persistent link: https://www.econbiz.de/10001354232
Saved in:
38
Currency option pricing in a family of exchange rate regimes
Ekvall, Niklas
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 113-143
Persistent link: https://www.econbiz.de/10001211302
Saved in:
39
Trading frequency and implied transaction costs of foreign exchange options
Hauser, Shmuel
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 37-45
Persistent link: https://www.econbiz.de/10001193406
Saved in:
40
Valuing takeover-contingent foreign exchange call options
Schnabel, Jacques A.
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 223-236
Persistent link: https://www.econbiz.de/10001196345
Saved in:
41
Average lifetime credit exposure of currency forwards
Coppes, Robert Christopher
- In:
Journal of international financial markets, …
4
(
1994
)
3/4
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001444140
Saved in:
42
Equilibrium pricing functions of foreign exchange forward, futures, and option contracts
Puri, Tribhuvan N.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 217-235
Persistent link: https://www.econbiz.de/10001145842
Saved in:
43
Exchange traded foreign warrants
Gruca, E.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
Saved in:
44
Market efficiency and cointegration tests for foreign currency futures markets
Chan, Kam C.
- In:
Journal of international financial markets, …
2
(
1992
)
1
,
pp. 79-89
Persistent link: https://www.econbiz.de/10001127305
Saved in:
45
Cointegration analysis, error correction models and foreign exchange market efficiency
Leachman, Lori L.
- In:
Journal of international financial markets, …
2
(
1992
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001127307
Saved in:
46
Political risk in foreign exchange markets : fundamental determinants of the foreign exchange risk premium
Bachman, Daniel David
- In:
Journal of international financial markets, …
2
(
1992
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001127315
Saved in:
47
Market-determined premia for American currency spot options
Hilliard, Jimmy E.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
Saved in:
48
Currency warrants on the American Stock Exchange
Thies, Clifford F.
- In:
Journal of international financial markets, …
1
(
1991
)
2
,
pp. 85-95
Persistent link: https://www.econbiz.de/10001109979
Saved in:
49
Impact of the Louvre Accord on actual and anticipated exchange rate volatilities
Tucker, Alan L.
- In:
Journal of international financial markets, …
1
(
1991
)
2
,
pp. 43-59
Persistent link: https://www.econbiz.de/10001109982
Saved in:
50
Early exercise of foreign currency options : determinants of American premium and the critical exchange rate
Fabozzi, Frank J.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 219-236
Persistent link: https://www.econbiz.de/10001101731
Saved in:
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