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87
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Journal of international money and finance
The journal of futures markets
116
NBER working paper series
51
NBER Working Paper
44
Journal of international financial markets, institutions & money
38
Working paper / National Bureau of Economic Research, Inc.
38
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Advances in futures and options research : a research annual
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Journal of multinational financial management
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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International journal of finance & economics : IJFE
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Journal of foreign exchange and international finance : JFEIF
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Open economies review
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
87
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87
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1
Dealer networks, client sophistication and pricing in OTC derivatives
Kamate, Vidya
;
Kumar, Abhishek
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014451392
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
3
Original sin redux and deviations from covered interest parity
Zheng, Huanhuan
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478243
Saved in:
4
FX spot and swap market liquidity spillovers
Krohn, Ingomar
;
Sushko, Vladyslav
- In:
Journal of international money and finance
120
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013417403
Saved in:
5
Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya
;
Neely, Christopher J.
;
Weller, Paul A.
; …
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012795944
Saved in:
6
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:
7
Where's the risk? : the forward premium bias, the carry-trade premium, and risk-reversals in general equilibrium
Berg, Kimberly A.
;
Mark, Nelson C.
- In:
Journal of international money and finance
95
(
2019
),
pp. 297-316
Persistent link: https://www.econbiz.de/10012137574
Saved in:
8
Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei
;
Chen, Chun-Da
;
Huang, Chien-Ming
- In:
Journal of international money and finance
96
(
2019
),
pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
Saved in:
9
Effectiveness of developed and emerging market FX options in active currency risk management
Vohra, Suprita
;
Fabozzi, Frank J.
- In:
Journal of international money and finance
96
(
2019
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012139636
Saved in:
10
Gradual learning about shocks and the forward premium puzzle
Moran, Kevin
;
Nono, Simplice Aimé
- In:
Journal of international money and finance
88
(
2018
),
pp. 79-100
Persistent link: https://www.econbiz.de/10012000872
Saved in:
11
Dynamic information spillovers in intraregionally-focused spot and forward currency markets
Wang, Xi
;
Yang, Jiao-Hui
;
Wang, Kai-Li
;
Fawson, Christopher
- In:
Journal of international money and finance
71
(
2017
),
pp. 78-110
Persistent link: https://www.econbiz.de/10011787670
Saved in:
12
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
13
Asymmetric volatility connectedness on the forex market
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
Journal of international money and finance
77
(
2017
),
pp. 39-56
Persistent link: https://www.econbiz.de/10011788089
Saved in:
14
Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.
;
Ma, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
Saved in:
15
Empirical evidence on the currency carry trade, 1900-2012
Doskov, Nikolay
;
Swinkels, Laurens
- In:
Journal of international money and finance
51
(
2015
),
pp. 370-389
Persistent link: https://www.econbiz.de/10011475268
Saved in:
16
Time-varying international diversification and the forward premium
Jonen, Benjamin
;
Scheuring, Simon
- In:
Journal of international money and finance
40
(
2014
),
pp. 128-148
Persistent link: https://www.econbiz.de/10010239997
Saved in:
17
The exchange rate effect of multi-currency risk arbitrage
Hau, Harald
- In:
Journal of international money and finance
47
(
2014
),
pp. 304-331
Persistent link: https://www.econbiz.de/10010464012
Saved in:
18
Currency excess returns and global downside market risk
Atanasov, Victoria
;
Nitschka, Thomas
- In:
Journal of international money and finance
47
(
2014
),
pp. 268-285
Persistent link: https://www.econbiz.de/10010464017
Saved in:
19
Official FX interventions through derivatives
Kohlscheen, Emanuel
;
Andrade, Sandro C.
- In:
Journal of international money and finance
47
(
2014
),
pp. 202-216
Persistent link: https://www.econbiz.de/10010464023
Saved in:
20
Model uncertainty and the Forward Premium Puzzle
Djeutem, Edouard
- In:
Journal of international money and finance
46
(
2014
),
pp. 16-40
Persistent link: https://www.econbiz.de/10010391022
Saved in:
21
Generating currency trading rules from the term structure of forward foreign exchange premia
Sager, Michael
;
Taylor, Mark P.
- In:
Journal of international money and finance
44
(
2014
),
pp. 230-250
Persistent link: https://www.econbiz.de/10010391056
Saved in:
22
The “forward premium puzzle” and the sovereign default risk
Coudert, Virginie
;
Mignon, Valérie
- In:
Journal of international money and finance
32
(
2013
),
pp. 491-511
Persistent link: https://www.econbiz.de/10009732849
Saved in:
23
The relationship between the Renminbi future spot return and the forward discount rate
Zhao, Yanping
;
Haan, Jakob de
;
Scholtens, Bert
;
Yang, …
- In:
Journal of international money and finance
32
(
2013
),
pp. 156-168
Persistent link: https://www.econbiz.de/10009732894
Saved in:
24
Exchange-rate return predictability and the adaptive markets hypothesis : evidence from major foreign exchange rates
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Journal of international money and finance
31
(
2012
)
6
,
pp. 1607-1626
Persistent link: https://www.econbiz.de/10009680015
Saved in:
25
Trading the forward bias : are there limits to speculation?
Hochradl, Markus
;
Wagner, Christian
- In:
Journal of international money and finance
29
(
2010
)
3
,
pp. 423-441
Persistent link: https://www.econbiz.de/10003947736
Saved in:
26
From turmoil to crisis : dislocations in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko
;
Packer, Frank
- In:
Journal of international money and finance
28
(
2009
)
8
,
pp. 1350-1374
Persistent link: https://www.econbiz.de/10003929180
Saved in:
27
Does a "correct" parameter estimate tell a better story about foreign exchange market efficiency?
Wang, Peijie
;
Wang, Ping
- In:
Journal of international money and finance
28
(
2009
)
2
,
pp. 183-197
Persistent link: https://www.econbiz.de/10003817196
Saved in:
28
Forward-rate target zones and exchange rate dynamics
Lin, Hwan-chyang
- In:
Journal of international money and finance
27
(
2008
)
5
,
pp. 831-846
Persistent link: https://www.econbiz.de/10003726964
Saved in:
29
Long memory and structural changes in the forward discount : an empirical investigation
Choi, Kyongwook
;
Zivot, Eric
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 342-363
Persistent link: https://www.econbiz.de/10003441997
Saved in:
30
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard
;
Kiliç, Rehim
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 22-47
Persistent link: https://www.econbiz.de/10003274895
Saved in:
31
The forward premium in a model with heterogeneous prior beliefs
Fisher, Eric O'Neill
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 48-70
Persistent link: https://www.econbiz.de/10003274927
Saved in:
32
The impact of macroeconomic surprises on spot and forward foreign exchange markets
Simpson, Marc W.
;
Ramchander, Sanjay
;
Chaudhry, Mukesh
- In:
Journal of international money and finance
24
(
2005
)
5
,
pp. 693-718
Persistent link: https://www.econbiz.de/10002972486
Saved in:
33
Optimal bidding and hedging in international markets
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
Journal of international money and finance
23
(
2004
)
5
,
pp. 785-798
Persistent link: https://www.econbiz.de/10002138774
Saved in:
34
More evidence on the dollar risk premium in the foreign exchange market
Bams, Dennis
;
Walkowiak, Kim
;
Wolff, Christiaan …
- In:
Journal of international money and finance
23
(
2004
)
2
,
pp. 271-282
Persistent link: https://www.econbiz.de/10001957071
Saved in:
35
Shock effects on stocks, bonds, and exchange rates
Fair, Ray C.
- In:
Journal of international money and finance
22
(
2003
)
3
,
pp. 307-341
Persistent link: https://www.econbiz.de/10001765618
Saved in:
36
Implied volatility dynamics in the foreign exchange markets
Kim, Minho
;
Kim, Minchoul
- In:
Journal of international money and finance
22
(
2003
)
4
,
pp. 511-528
Persistent link: https://www.econbiz.de/10001770587
Saved in:
37
Stationary time-varying risk premia in forward foreign exchange rates
Shively, Philip A.
- In:
Journal of international money and finance
19
(
2000
)
2
,
pp. 273-288
Persistent link: https://www.econbiz.de/10001483501
Saved in:
38
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
39
Cointegration and forward and spot exchange rate regressions
Zivot, Eric
- In:
Journal of international money and finance
19
(
2000
)
6
,
pp. 785-812
Persistent link: https://www.econbiz.de/10001527343
Saved in:
40
Spreading currency forwards: why and how?
Lioui, Abraham
- In:
Journal of international money and finance
18
(
1999
)
2
,
pp. 305-317
Persistent link: https://www.econbiz.de/10001381608
Saved in:
41
Common stochastic trends between forward and spot exchange rates
Luintel, Kul Bahadur
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 279-297
Persistent link: https://www.econbiz.de/10001246606
Saved in:
42
Do Reuters spreads reflect currencies' differences in global trading activity?
Hartmann, Philipp
- In:
Journal of international money and finance
17
(
1998
)
5
,
pp. 757-784
Persistent link: https://www.econbiz.de/10001253053
Saved in:
43
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel
;
Chang, P. H. Kevin
- In:
Journal of international money and finance
17
(
1998
)
6
,
pp. 855-880
Persistent link: https://www.econbiz.de/10001381741
Saved in:
44
Forward exchange market unbiasedness : the case of the Australian dollar since 1984
Phillips, Peter C. B.
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 885-907
Persistent link: https://www.econbiz.de/10001337356
Saved in:
45
Forward premiums as unbiased predictors of future currency depreciation : a non-parametric analysis
Wu, Yangru
- In:
Journal of international money and finance
16
(
1997
)
4
,
pp. 609-623
Persistent link: https://www.econbiz.de/10001225531
Saved in:
46
Central bank intervention and trading rule profits in foreign exchange markets
Szakmary, Andrew Charles
- In:
Journal of international money and finance
16
(
1997
)
4
,
pp. 513-535
Persistent link: https://www.econbiz.de/10001225546
Saved in:
47
Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu
- In:
Journal of international money and finance
16
(
1997
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
Saved in:
48
The international transmission of information in Eurodollar futures markets : a continuously trading market hypothesis
Tse, Yiuman
- In:
Journal of international money and finance
15
(
1996
)
3
,
pp. 447-465
Persistent link: https://www.econbiz.de/10001205674
Saved in:
49
Using option prices to estimate realignment probabilities in the European monetary system : the case of sterling-mark
Malz, Allan Martin
- In:
Journal of international money and finance
15
(
1996
)
5
,
pp. 717-748
Persistent link: https://www.econbiz.de/10001212763
Saved in:
50
Central bank intervention and the volatility of foreign exchange rates : evidence from the options market
Bonser-Neal, Catherine
- In:
Journal of international money and finance
15
(
1996
)
6
,
pp. 853-878
Persistent link: https://www.econbiz.de/10001216674
Saved in:
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