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isPartOf:"The journal of futures markets"
~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
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The journal of futures markets
Journal of foreign exchange and international finance : JFEIF
Economic modelling
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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
Exchange rate spillover, carry trades, and the COVID-19 pandemic
Mo, Wan-Shin
;
Yang, J. Jimmy
;
Chen, Yu-Lun
- In:
Economic modelling
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014384369
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
A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform
Firouzi, Shahrokh
;
Wang, Xiangning
- In:
Economic modelling
82
(
2019
),
pp. 42-56
Persistent link: https://www.econbiz.de/10012202269
Saved in:
6
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
7
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:
8
Forex interventions and exchange rate exposure : evidence from emerging market firms
Sikarwar, Ekta
- In:
Economic modelling
93
(
2020
),
pp. 69-81
Persistent link: https://www.econbiz.de/10012429847
Saved in:
9
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
10
On the cross-sectional relation between exchange rates and future fundamentals
Kharrat, Sabrine
;
Hammami, Yacine
;
Fatnassi, Ibrahim
- In:
Economic modelling
89
(
2020
),
pp. 484-501
Persistent link: https://www.econbiz.de/10012426210
Saved in:
11
Do forecasters of major exchange rates herd?
Frenkel, Michael
;
Mauch, Matthias
;
Ruelke, Jan-Christoph
- In:
Economic modelling
84
(
2020
),
pp. 214-221
Persistent link: https://www.econbiz.de/10012210347
Saved in:
12
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economic modelling
85
(
2020
),
pp. 57-73
Persistent link: https://www.econbiz.de/10012210603
Saved in:
13
How can a strong currency or drop in oil prices raise inflation and the black-market premium?
Cerra, Valerie
- In:
Economic modelling
76
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012198163
Saved in:
14
Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models
Peng, Wei
;
Zeng, Yufeng
- In:
Economic modelling
80
(
2019
),
pp. 392-399
Persistent link: https://www.econbiz.de/10012200766
Saved in:
15
The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric
;
Namin, Fatemeh Salimi
- In:
Economic modelling
81
(
2019
),
pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
Saved in:
16
Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem
- In:
Economic modelling
62
(
2017
),
pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
Saved in:
17
Volatility spillovers and determinants of contagion : exchange rate and equity markets during crises
Leung, Henry
;
Schiereck, Dirk
;
Schroeder, Florian
- In:
Economic modelling
61
(
2017
),
pp. 169-180
Persistent link: https://www.econbiz.de/10011736825
Saved in:
18
The skewness risk premium in currency markets
Broll, Michael
- In:
Economic modelling
58
(
2016
),
pp. 494-511
Persistent link: https://www.econbiz.de/10011647522
Saved in:
19
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
20
Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Zhang, Huimin
;
Hamori, Shigeyuki
- In:
Economic modelling
55
(
2016
),
pp. 6-14
Persistent link: https://www.econbiz.de/10011642425
Saved in:
21
Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami
;
Tuteja, Divya
- In:
Economic modelling
59
(
2016
),
pp. 249-261
Persistent link: https://www.econbiz.de/10011647825
Saved in:
22
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
23
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola
;
Lento, Camillo
- In:
Economic modelling
47
(
2015
),
pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
Saved in:
24
Day-of-the-week trading patterns of informed and uninformed traders in Taiwan's foreign exchange market
Zhang, Tai-Wei
;
Chueh, Horace
;
Hsu, Yao Hua
- In:
Economic modelling
47
(
2015
),
pp. 271-279
Persistent link: https://www.econbiz.de/10011439120
Saved in:
25
Macroeconomic and market microstructure modelling of Ugandan exchange rate
Katusiime, Lorna
;
Shamsuddin, Abul
;
Agbola, Frank Wogbe
- In:
Economic modelling
45
(
2015
),
pp. 175-186
Persistent link: https://www.econbiz.de/10011334129
Saved in:
26
Extremes, return level and identification of currency crises
Qin, Xiao
;
Liu, Liya
- In:
Economic modelling
37
(
2014
),
pp. 439-450
Persistent link: https://www.econbiz.de/10010417634
Saved in:
27
Speculative and hedging interaction model in oil and US dollar markets with financial transaction taxes
Carfì, David
;
Musolino, Francesco
- In:
Economic modelling
37
(
2014
),
pp. 306-319
Persistent link: https://www.econbiz.de/10010417687
Saved in:
28
The existence of uncovered interest parity in the CIS countries
Bhatti, Razzaque H.
- In:
Economic modelling
40
(
2014
),
pp. 227-241
Persistent link: https://www.econbiz.de/10010425682
Saved in:
29
Private information and its origins in an electronic foreign exchange market
Gençay, Ramazan
;
Gradojevic, Nikola
- In:
Economic modelling
33
(
2013
),
pp. 86-93
Persistent link: https://www.econbiz.de/10010192040
Saved in:
30
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:
31
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:
32
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:
33
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:
34
State-uncertainty preferences and the risk premium in the exchange rate market
Jiménez-Martín, Juan-Ángel
;
Novales, Alfonso
- In:
Economic modelling
27
(
2010
)
5
,
pp. 1043-1053
Persistent link: https://www.econbiz.de/10008824915
Saved in:
35
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:
36
Testing for efficiency in selected developing foreign exchange markets : an equilibrium-based approach
Giannellis, Nikolaos
;
Papadopoulos, Athanasios P.
- In:
Economic modelling
26
(
2009
)
1
,
pp. 155-166
Persistent link: https://www.econbiz.de/10003816716
Saved in:
37
Evidence on the contrarian trading in foreign exchange markets
Wan, Jer-Yuh
;
Kao, Chung-Wei
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1420-1431
Persistent link: https://www.econbiz.de/10003923598
Saved in:
38
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:
39
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:
40
Regime linkages between the Mexican currency market and emerging equity markets
Kanas, Angelos
- In:
Economic modelling
22
(
2005
)
1
,
pp. 109-125
Persistent link: https://www.econbiz.de/10002561902
Saved in:
41
Feedback trading and autocorrelation interactions in the foreign exchange market : further evidence
Laopodis, Nikiforos
- In:
Economic modelling
22
(
2005
)
5
,
pp. 811-827
Persistent link: https://www.econbiz.de/10003116558
Saved in:
42
Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece
Aslanidis, Nektarios
;
Kouretas, Georgios P.
- In:
Economic modelling
22
(
2005
)
4
,
pp. 665-682
Persistent link: https://www.econbiz.de/10003039922
Saved in:
43
Modelling official and parallel exchange rates in Colombia under alternative regimes : a non-linear approach
Milas, Costas
;
Otero, Jesús G.
- In:
Economic modelling
20
(
2003
)
1
,
pp. 165-179
Persistent link: https://www.econbiz.de/10001717761
Saved in:
44
The quality of volatility traded on the over-the-counter currency market : a multiple horizons study
Covrig, Vicentiu
;
Sin, Low B.
- In:
The journal of futures markets
23
(
2002
)
3
,
pp. 261-285
Persistent link: https://www.econbiz.de/10001765118
Saved in:
45
Time variation in the correlation structure of exchange rates : high-frequency analyses
Muthuswamy, Jayaram
(
contributor
)
- In:
The journal of futures markets
21
(
2001
)
2
,
pp. 127-144
Persistent link: https://www.econbiz.de/10001542992
Saved in:
46
Volatility, global information, and market consitions : a study in futures markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
The journal of futures markets
21
(
2001
)
2
,
pp. 173-196
Persistent link: https://www.econbiz.de/10001542995
Saved in:
47
Intraday volatility in interest-rate and foreign-exchange markets : ARCH, announcement, and seasonality effects
Ederington, Louis H.
;
Lee, Jae-ha
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 517-552
Persistent link: https://www.econbiz.de/10001579721
Saved in:
48
Foreign exchange and financial markets : foreign exchange development, January - March 2000
Bhosale, Manisha M.
- In:
Journal of foreign exchange and international finance : …
13
(
2000
)
4
,
pp. 259-268
Persistent link: https://www.econbiz.de/10001583397
Saved in:
49
South Asia: "Before and beyond 2000"
Babuji, K.
- In:
Journal of foreign exchange and international finance : …
12
(
1999
)
4
,
pp. 259-266
Persistent link: https://www.econbiz.de/10001400948
Saved in:
50
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : reply
Ghosh, Dilip K.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 121-125
Persistent link: https://www.econbiz.de/10001377610
Saved in:
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