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71
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The journal of futures markets
Journal of banking & finance
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249
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141
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ECONIS (ZBW)
71
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1
Does offshore NDF market influence onshore forex market? : evidence from India
Kumar Behera, Harendra
;
Ranjan, Rajiv
;
Chinoy, Sajjid Z.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1167-1185
Persistent link: https://www.econbiz.de/10013287936
Saved in:
2
Currency carry trades and global funding risk
Ferreira Filipe, Sara
;
Nissinen, Juuso
;
Suominen, Matti
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014462534
Saved in:
3
Does clean energy matter? : revisiting the spillovers between energy and foreign exchange markets
Liu, Yang
;
Qiao, Tongshuai
;
Han, Liyan
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2068-2083
Persistent link: https://www.econbiz.de/10013465867
Saved in:
4
The information effect of order flows in foreign currency futures and spot markets
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004
Saved in:
5
Risk-adjusted return managed carry trade
Dupuy, Philippe
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
Saved in:
6
The effects of asset price volatility on market participation : Evidence from the Thai foreign exchange market
Jakree Koosakul
;
Shim, Ilhyock
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816601
Saved in:
7
Jumps, cojumps, and efficiency in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
8
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:
9
Central banks and macroeconomic policy choices : relaxing the trilemma
Steiner, Andreas
- In:
Journal of banking & finance
77
(
2017
),
pp. 283-299
Persistent link: https://www.econbiz.de/10011814784
Saved in:
10
Human vs. high-frequency traders, penny jumping, and tick size
Mahmoodzadeh, Soheil
;
Gençay, Ramazan
- In:
Journal of banking & finance
85
(
2017
),
pp. 69-82
Persistent link: https://www.econbiz.de/10011816850
Saved in:
11
Currency momentum, carry trade, and market illiquidity
Orlov, Vitaly
- In:
Journal of banking & finance
67
(
2016
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011634601
Saved in:
12
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:
13
Can implied volatility predict returns on the currency carry trade?
Egbers, Tom
;
Swinkels, Laurens
- In:
Journal of banking & finance
59
(
2015
),
pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
Saved in:
14
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:
15
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:
16
Asymmetric responses of ask and bid quotes to information in the foreign exchange market
Chen, Yu-lun
;
Gau, Yin-feng
- In:
Journal of banking & finance
38
(
2014
),
pp. 194-204
Persistent link: https://www.econbiz.de/10010340779
Saved in:
17
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
18
Large versus small foreign exchange interventions
Fatum, Rasmus
;
Yamamoto, Yohei
- In:
Journal of banking & finance
43
(
2014
),
pp. 114-123
Persistent link: https://www.econbiz.de/10010409110
Saved in:
19
Portfolio reallocation and exchange rate dynamics
Ding, Liang
;
Ma, Jun
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107
Saved in:
20
Smiles all around : FX joint calibration in a multi-Heston model
De Col, Alvise
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3799-3818
Persistent link: https://www.econbiz.de/10010126819
Saved in:
21
Lessons from the evolution of foreign exchange trading strategies
Neely, Christopher J.
;
Weller, Paul A.
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3783-3798
Persistent link: https://www.econbiz.de/10010126822
Saved in:
22
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:
23
A revisit to the dependence structure between the stock and foreign exchange markets : a dependence-switching copula approach
Wang, Yi-chiuan
;
Wu, Yyh-lin
;
Lai, Yi-hao
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1706-1719
Persistent link: https://www.econbiz.de/10009729473
Saved in:
24
Fuzzy logic, trading uncertainty and technical trading
Gradojevic, Nikola
;
Gençay, Ramazan
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 578-586
Persistent link: https://www.econbiz.de/10009705616
Saved in:
25
The joint response of stock and foreign exchange markets to macroeconomic surprises : using US and Japanese data
Mun, Kyung-chun
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 383-394
Persistent link: https://www.econbiz.de/10009511315
Saved in:
26
Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan
;
Chien, Chih-Chung
;
Chang, Ming-Jen
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 597-612
Persistent link: https://www.econbiz.de/10009511764
Saved in:
27
The relationship between currency carry trades and US stocks
Tse, Yiuman
;
Zhao, Lin
- In:
The journal of futures markets
32
(
2012
)
3
,
pp. 252-271
Persistent link: https://www.econbiz.de/10010218772
Saved in:
28
On the sources of private information in FX markets
Moore, Michael J.
;
Payne, Richard
- In:
Journal of banking & finance
35
(
2011
)
5
,
pp. 1250-1262
Persistent link: https://www.econbiz.de/10009245238
Saved in:
29
An investigation of customer order flow in the foreign exchange market
Cerrato, Mario
;
Sarantis, Nicholas
;
Saunders, Alex
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1892-1906
Persistent link: https://www.econbiz.de/10009247412
Saved in:
30
Extreme returns : the case of currencies
Osler, Carol
;
Savaser, Tanseli
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2868-2880
Persistent link: https://www.econbiz.de/10009373136
Saved in:
31
Volatility transmission in emerging European foreign exchange markets
Bubák, Vít
;
Kočenda, Evžen
;
Žikeš, Filip
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2829-2841
Persistent link: https://www.econbiz.de/10009373151
Saved in:
32
Trading volume and exchange rate volatility : evidence for the sequential arrival of information hypothesis
Mougoué, Mbodja
;
Aggarwal, Raj
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2690-2703
Persistent link: https://www.econbiz.de/10009273268
Saved in:
33
Asymmetric herding as a source of asymmetric return volatility
Park, Beum-jo
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2657-2665
Persistent link: https://www.econbiz.de/10009273272
Saved in:
34
The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
Saved in:
35
Optimal hedge ratios in the presence of common jumps
Chan, Wing Hong
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 801-807
Persistent link: https://www.econbiz.de/10003985103
Saved in:
36
Price discovery in electronic foreign exchange markets : the Sterling/Dollar market
Poskitt, Russell
- In:
The journal of futures markets
30
(
2010
)
6
,
pp. 590-606
Persistent link: https://www.econbiz.de/10003962650
Saved in:
37
Combining mean reversion and momentum trading strategies in foreign exchange markets
Serban, Alina F.
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2720-2727
Persistent link: https://www.econbiz.de/10008858842
Saved in:
38
Timing exchange rates using order flow : the case of the Loonie
King, Michael R.
;
Sarno, Lucio
;
Sojli, Elvira
- In:
Journal of banking & finance
34
(
2010
)
12
,
pp. 2917-2928
Persistent link: https://www.econbiz.de/10008859370
Saved in:
39
Do futures lead price discover in electronic foreign exchange markets?
Cabrera, Juan
;
Wang, T'ao
;
Yang, Jian
- In:
The journal of futures markets
29
(
2009
)
2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10003831068
Saved in:
40
The impact of FX central bank intervention in a noise trading framework
Beine, Michel
;
De Grauwe, Paul
;
Grimaldi, Marianna
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
Saved in:
41
Does the law of one price hold in international financial markets? : evidence from tick data
Akram, Qaisar Farooq
;
Rime, Dagfinn
;
Sarno, Lucio
- In:
Journal of banking & finance
33
(
2009
)
10
,
pp. 1741-1754
Persistent link: https://www.econbiz.de/10003886756
Saved in:
42
Segmentation and time-of-day patterns in foreign exchange markets
Ranaldo, Angelo
- In:
Journal of banking & finance
33
(
2009
)
12
,
pp. 2199-2206
Persistent link: https://www.econbiz.de/10003905425
Saved in:
43
Leveraged carry trade portfolios
Darvas, Zsolt M.
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 944-957
Persistent link: https://www.econbiz.de/10003836459
Saved in:
44
A momentum trading strategy based on the low frequency component of the exchange rate
Harris, Richard D. F.
;
Yilmaz, Fatih
- In:
Journal of banking & finance
33
(
2009
)
9
,
pp. 1575-1585
Persistent link: https://www.econbiz.de/10003872844
Saved in:
45
Trading activity, dealer concentration and foreign exchange market quality
Kaul, Aditya
;
Sapp, Stephen
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2122-2131
Persistent link: https://www.econbiz.de/10003892251
Saved in:
46
Using self-organizing maps to adjust for intra-day seasonality
Ben Omrane, Walid
;
De Bodt, Eric
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1817-1838
Persistent link: https://www.econbiz.de/10003483506
Saved in:
47
Day-of-the-week effect in the Taiwan foreign exchange market
Ke, Mei-chu
;
Chiang, Yi-chein
;
Liao, Tung Liang
- In:
Journal of banking & finance
31
(
2007
)
9
,
pp. 2847-2865
Persistent link: https://www.econbiz.de/10003572476
Saved in:
48
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
;
Neely, Christopher J.
- In:
Journal of banking & finance
31
(
2007
)
2
,
pp. 279-296
Persistent link: https://www.econbiz.de/10003421167
Saved in:
49
Spot-futures spread, time-varying correlation, and hedging with currency futures
Lien, Da-hsiang Donald
;
Yang, Li
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 1019-1038
Persistent link: https://www.econbiz.de/10003391975
Saved in:
50
An empirical analysis of multi-period hedges : applications to commercial and investment assets
Hilliard, Jimmy E.
;
Huang, Pinghsun
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 587-606
Persistent link: https://www.econbiz.de/10002846401
Saved in:
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