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ECONIS (ZBW)
1,375
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101
How rational are the option prices of the Hong Kong dollar exchange rate?
Drapeau, Samuel
;
Wang, Tan
;
Wang, Tao
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 140-161
Persistent link: https://www.econbiz.de/10012486035
Saved in:
102
Deviations from covered interest rate parity : the case of British pound sterling versus euro
Lehrbass, Frank
;
Schuster, Thamara Sandra
- In:
The journal of financial data science
3
(
2021
)
1
,
pp. 140-151
Persistent link: https://www.econbiz.de/10012486258
Saved in:
103
What do deviations from covered interest parity and higher FX hedging costs mean for Asia?
Hong, Gee Hee
;
Oeking, Anne
;
Kang, Kenneth H.
;
Rhee, …
- In:
Open economies review
32
(
2021
)
2
,
pp. 361-394
Persistent link: https://www.econbiz.de/10012548754
Saved in:
104
Foreign exchange market efficiency and the global financial crisis : fundamental versus technical information
Yamani, Ehab
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 74-89
Persistent link: https://www.econbiz.de/10012655026
Saved in:
105
Demand effects in the FX forward market : micro evidence from banks' dollar hedging
Puriya, Abbassi
;
Bräuning, Falk
- In:
The review of financial studies
34
(
2021
)
9
,
pp. 4177-4215
Persistent link: https://www.econbiz.de/10012621494
Saved in:
106
Local, global and regional shocks indices in emerging exchange rate markets
Erdem, F. Pinar
;
Geyikci, Utku Bora
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 98-113
Persistent link: https://www.econbiz.de/10012672321
Saved in:
107
Discriminatory pricing of over-the-counter derivatives
Hau, Harald
;
Hoffmann, Peter
;
Langfield, Sam
;
Timmer, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6660-6677
Persistent link: https://www.econbiz.de/10012703699
Saved in:
108
Onshore spot and offshore forward markets for RMB : evidence from the "8.11" exchange rate regime reform
Li, Xue
;
Liu, Yanghui
;
Li, Hanxu
;
Li, Jie
- In:
China economic review : an international journal
67
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012818027
Saved in:
109
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios
;
Elias, Nikolaos
;
Smyrnakis, …
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 252-269
Persistent link: https://www.econbiz.de/10012496681
Saved in:
110
Optimal foreign exchange hedge tenor with liquidity risk
Zhang, Rongju
;
Aarons, Mark
;
Loeper, Gregoire
- In:
Journal of risk
23
(
2020/2021
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012500295
Saved in:
111
GARCH option pricing and implied FX volatility indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
112
An empirical case study of hedging strategy on steel manufacturing firms' exchange rate risk
Kim, Dong-Gyun
- In:
Journal of international trade & commerce
17
(
2021
)
3
,
pp. 113-127
Persistent link: https://www.econbiz.de/10013190149
Saved in:
113
Market efficiency in foreign exchange market
Lee, Namhoon
;
Choi, Wonseok
;
Pae, Yuntaek
- In:
Economics letters
205
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013202912
Saved in:
114
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
115
The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies
Shehadeh, Ali
;
Li, Youwei
;
Vigne, Samuel A.
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013252466
Saved in:
116
Arbitrage, covered interest parity and cointegration analysis on the NTD/USD forex market revisited
Kuo-Shing, Chen
;
Chun-Ming, Chen
;
Chien-Chiang, Lee
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 420-428
Persistent link: https://www.econbiz.de/10011784549
Saved in:
117
Need for managing own exposure to foreign exchange risk : empirical evidence from the Nigerian economy
Ibrahim, Bello A.
;
Jibrin, Musa Talba
;
Mustafa, Daud
; …
- In:
Review of economics and development studies
3
(
2017
)
2
,
pp. 91-100
Persistent link: https://www.econbiz.de/10011940989
Saved in:
118
Do foreign exchange return regressions convey useful information on return predictability?
Moon, Seongman
;
Velasco, Carlos
- In:
Revista de economía aplicada : REA
25
(
2017
)
73
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012261655
Saved in:
119
Impact of derivative usage on firm's risk and value : a comparative analysis of Pakistan and Malaysia
Alam, Atia
;
Afza, Talat
- In:
Argumenta oeconomica
38
(
2017
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10012284659
Saved in:
120
Equity-linked executive compensation, hedging and foreign exchange exposure : Australian evidence
Loriot, Blake
;
Hutson, Elaine
;
Au Yong, Hue Hwa
- In:
Australian journal of management
45
(
2020
)
1
,
pp. 72-93
Persistent link: https://www.econbiz.de/10012175234
Saved in:
121
Trading strategies in currency markets
Abdel Zaher, Angie
;
Ghosh, Dipasri
;
Ghosh, Dilip K.
- In:
International journal of business
25
(
2020
)
1
,
pp. 73-82
Persistent link: https://www.econbiz.de/10012183167
Saved in:
122
Allocating overseas : risk assessment of currency hedging in Taiwan life insurance industry
Chang, Shih-Chieh
;
Lee, Yen-Kuan
;
Hsuan, Wei
;
Tu, Chang-ye
- In:
Asia-Pacific journal of risk and insurance : APJRI
14
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012196962
Saved in:
123
Risk premium or irrational expectations? : an investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
Miah, Fazlul
;
Al-Titi, Omar
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012658795
Saved in:
124
States of psychological anchors and price behavior of Japanese yen futures
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Lu, Yang-cheng
;
Wang, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012658948
Saved in:
125
Option pricing: channels, target zones and sideways markets
Kakushadze, Zura
- In:
Bulletin of applied economics
7
(
2020
)
2
,
pp. 25-33
Persistent link: https://www.econbiz.de/10012813830
Saved in:
126
A rank approach for studying cross-currency bases and the covered interest rate parity
Gómez González, José Eduardo
;
Gomez-Malagon, Santiago
; …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 357-369
Persistent link: https://www.econbiz.de/10012253219
Saved in:
127
Futures crude oil prices as predictors of spot prices : lessons from the foreign exchange market
Moosa, Imad A.
- In:
Journal of post-Keynesian economics
43
(
2020
)
3
,
pp. 391-416
Persistent link: https://www.econbiz.de/10012261102
Saved in:
128
Speculative trading and its effect on the forward premium puzzle : new evidence from Japanese yen market
Czech, Katarzyna
- In:
Bank i kredyt
51
(
2020
)
2
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012262268
Saved in:
129
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
Saved in:
130
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
131
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
132
FX liquidity risk and forward premium puzzle
Abankwa, Samuel
- In:
Quarterly journal of finance & accounting : QJFA
58
(
2020
)
1/2
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012288688
Saved in:
133
Does foreign exchange derivatives market promote R&D? : International industry-level evidence
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Economic modelling
91
(
2020
),
pp. 33-42
Persistent link: https://www.econbiz.de/10012429014
Saved in:
134
Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram
- In:
Economic modelling
91
(
2020
),
pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
Saved in:
135
Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
136
Valuation and empirical analysis of currency options
Chuang, Ming-Che
;
Wen, Chin-Hsiang
;
Lin, Shih-kuei
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 71-91
Persistent link: https://www.econbiz.de/10012390660
Saved in:
137
The bullish and the bearish engulfing patterns : beating the forex market or being beaten?
Alanazi, Ahmed S.
- In:
The European journal of finance
26
(
2020
)
15
,
pp. 1484-1505
Persistent link: https://www.econbiz.de/10012314632
Saved in:
138
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets
Potì, Valerio
;
Levich, Richard M.
;
Conlon, Thomas
- In:
Journal of international money and finance
107
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012395628
Saved in:
139
Predicting exchange rate returns
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
;
Dinh Hoang …
- In:
Emerging markets review
42
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012414387
Saved in:
140
Should we pay attention to investor attention in forex futures market?
Saxena, Kirti
;
Chakraborty, Madhumita
- In:
Applied economics
52
(
2020
)
60
,
pp. 6562-6572
Persistent link: https://www.econbiz.de/10012416018
Saved in:
141
Covered interest parity in cross-currency swap bases and demand for US treasuries
Hui, Cho H.
;
Lo, Chi-Fai
;
Fung, Chin-To
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602952
Saved in:
142
Causal relationship between commodity and currency futures for the South Asian nations
Sikarwar, Tarika Singh
;
Gupta, Monika
;
Agarwal, Supriya
; …
- In:
International journal of critical accounting : IJCA
11
(
2020
)
6
,
pp. 449-472
Persistent link: https://www.econbiz.de/10012507812
Saved in:
143
The valuation of currency call options in selected target zones : a theoretical formulation
Abraham, Rebecca
- In:
International Journal of Financial Markets and …
7
(
2020
)
3
,
pp. 265-290
Persistent link: https://www.econbiz.de/10012510293
Saved in:
144
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic
Aslam, Faheem
;
Aziz, Saqib
;
Nguyen, Duc Khuong
;
Mughal, …
- In:
Technological forecasting & social change : an …
161
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012533572
Saved in:
145
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:
146
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:
147
Covered interest parity deviations in standard monetary models
Ibhagui, Oyakhilome
- In:
Journal of economics & business
111
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012518291
Saved in:
148
Credit migration and covered interest rate parity
Liao, Gordon Y.
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
Saved in:
149
Revisiting the comovement of cross-currency basis and the dollar : a rolling correlation approach
Agudze, Komla
;
Ibhagui, Oyakhilome
;
Thompson, Bolarinwa
- In:
The journal of investing : JOI
29
(
2020
)
3
,
pp. 89-107
Persistent link: https://www.econbiz.de/10013177484
Saved in:
150
Informational content of volatility forecasts in Eurodollar markets
Kim, Kwanho
- In:
Global business and finance review
21
(
2016
)
2
,
pp. 86-99
Persistent link: https://www.econbiz.de/10011607982
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