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isPartOf:"International review of financial analysis"
~subject:"Estimation"
~isPartOf:"The journal of futures markets"
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International review of financial analysis
The journal of futures markets
Journal of international money and finance
16
NBER Working Paper
7
NBER working paper series
7
Applied financial economics
6
International review of economics & finance : IREF
6
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1
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
2
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
3
Does data frequency matter for the impact of forward premium on spot exchange rate?
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
International review of financial analysis
39
(
2015
),
pp. 45-53
Persistent link: https://www.econbiz.de/10011573058
Saved in:
4
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra
;
Sarno, Lucio
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
Saved in:
5
Looking for contagion in currency futures markets
Tai, Chu-sheng
- In:
The journal of futures markets
23
(
2003
)
10
,
pp. 957-988
Persistent link: https://www.econbiz.de/10001789597
Saved in:
6
Hedging foreign currency, freight, and commodity futures portfolios : a note
Haigh, Michael S.
;
Holt, Matthew T.
- In:
The journal of futures markets
22
(
2002
)
12
,
pp. 1205-1221
Persistent link: https://www.econbiz.de/10001713612
Saved in:
7
Transactions data tests of efficiency : an investigation in the Singapore futures markets
Raj, Mahendra
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 687-704
Persistent link: https://www.econbiz.de/10001523745
Saved in:
8
Are regression approach futures hedge ratios stationary?
Ferguson, Robert
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 851-866
Persistent link: https://www.econbiz.de/10001249185
Saved in:
9
Predicting spot exchange rates in a nonlinear estimation framework using futures prices
Parhizgari, Ali M.
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 935-956
Persistent link: https://www.econbiz.de/10001232833
Saved in:
10
Trading futures using a channel rule : a study of the predictive power of technical analysis with currency examples
Taylor, Stephen
- In:
The journal of futures markets
14
(
1994
)
2
,
pp. 215-235
Persistent link: https://www.econbiz.de/10001169801
Saved in:
11
Fractal structure in currency futures price dynamics
Fang, Hsing
- In:
The journal of futures markets
14
(
1994
)
2
,
pp. 169-181
Persistent link: https://www.econbiz.de/10001169803
Saved in:
12
Prediction of future currency exchange rates from current currency futures prices : the case of GM and JY
Jabbour, George M.
- In:
The journal of futures markets
14
(
1994
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10001169809
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