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Währungsderivat
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260
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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:
2
Covered interest parity and frictions in currency and money markets : analysis of British pound and dollar for the period 1999-2006
Warburton, Christopher E. S.
- In:
Applied econometrics and international development
18
(
2018
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10012000529
Saved in:
3
Bid-ask spreads, deviations from PPP and the forward prediction error : the case of the British pound and the euro
Grossmann, Axel
;
Simpson, Marc W.
- In:
The quarterly review of economics and finance : journal …
55
(
2015
),
pp. 124-139
Persistent link: https://www.econbiz.de/10011334657
Saved in:
4
Testing the foreign exchange parity relations : a case analysis of UK Sterling, Japanese Yen and US Dollar
Zubairu, Ibrahim
- In:
International journal of economics, finance and …
2
(
2014
)
6
,
pp. 356-361
Persistent link: https://www.econbiz.de/10010508725
Saved in:
5
Forward premium anomaly of the British pound and the euro
Grossmann, Axel
;
Lee, Allissa A.
;
Simpson, Marc W.
- In:
International review of financial analysis
34
(
2014
),
pp. 140-156
Persistent link: https://www.econbiz.de/10010528461
Saved in:
6
Speculation and hedging in the currency futures markets : are they informative to the spot exchange rates
Tornell, Aaron
;
Yuan, Chunming
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 122-151
Persistent link: https://www.econbiz.de/10009487026
Saved in:
7
Small traders in currency futures markets
Röthig, Andreas
;
Chiarella, Carl
- In:
The journal of futures markets
31
(
2011
)
9
,
pp. 898-913
Persistent link: https://www.econbiz.de/10009355773
Saved in:
8
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:
9
US monetary policy surprises and currency futures markets : a new look
Wang, T'ao
;
Yang, Jian
;
Simpson, Marc W.
- In:
The financial review : the official publication of the …
43
(
2008
)
4
,
pp. 509-541
Persistent link: https://www.econbiz.de/10003773691
Saved in:
10
Option volume, strike distribution, and foreign exchange rate movements
Cassano, Mark A.
;
Han, Bing
- In:
Review of quantitative finance and accounting
30
(
2008
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10003614099
Saved in:
11
Benchmark tipping and the role of the swap market in price discovery
Poskitt, Russell
- In:
The journal of futures markets
27
(
2007
)
10
,
pp. 981-1001
Persistent link: https://www.econbiz.de/10003531008
Saved in:
12
An error-correction model for forecasting changes in foreign currency futures spreads
Wilcox, Stephen E.
;
Geppert, John M.
- In:
Journal of economics and finance
31
(
2007
)
1
,
pp. 122-142
Persistent link: https://www.econbiz.de/10003611759
Saved in:
13
Volatility and trading activity in Short Sterling futures
Kalotychou, Elena
;
Staikouras, Sotiris K.
- In:
Applied economics
38
(
2006
)
9
,
pp. 997-1005
Persistent link: https://www.econbiz.de/10003330959
Saved in:
14
Nonlinear dynamics in expectations : an empirical study
Resende, Marcelo
- In:
Bulletin of economic research
52
(
2000
)
2
,
pp. 167-173
Persistent link: https://www.econbiz.de/10001469448
Saved in:
15
Can forward speculation explain deviations from covered interest parity in foreign exchange?
Lenten, Liam J. A.
- In:
Journal of foreign exchange and international finance : …
12
(
1998
)
2
,
pp. 99-120
Persistent link: https://www.econbiz.de/10001400921
Saved in:
16
Nonlinear dynamics and covered interest rate parity
Balke, Nathan S.
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 535-559
Persistent link: https://www.econbiz.de/10001254530
Saved in:
17
Do currency futures prices follow random walks?
Pan, Ming-Shiun
- In:
Journal of empirical finance
4
(
1997
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001224777
Saved in:
18
Transaction exposure, forward foreign exchange contracts and exchange rate risk
Bandopadhyaya, Arindam
- In:
International journal of business
2
(
1997
)
2
,
pp. 81-86
Persistent link: https://www.econbiz.de/10001228239
Saved in:
19
The rolling spot futures contract : an error correction model analysis
Ghosh, Asim K.
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 117-128
Persistent link: https://www.econbiz.de/10001216339
Saved in:
20
International currency relationship information revealed by cross-option prices
Siegel, Andrew F.
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 369-384
Persistent link: https://www.econbiz.de/10001221162
Saved in:
21
Time-varying optimal hedge ratios of foreign currency futures
Parhizgari, Ali M.
- In:
Finance India : the quarterly journal of Indian …
10
(
1996
)
2
,
pp. 325-332
Persistent link: https://www.econbiz.de/10001206016
Saved in:
22
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:
23
The impact of the listing of options in the foreign exchange market
Shastri, Kuldeep
- In:
Journal of international money and finance
15
(
1996
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10001197736
Saved in:
24
Currency futures and the turn-of-month effect
Liano, Kartono
- In:
Global finance journal
6
(
1995
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001189081
Saved in:
25
The time variation of expected returns and volatility in foreign-exchange markets
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001190299
Saved in:
26
Are forward rates free of the risk premium? : An empirical examination
Dutt, Swarna D.
- In:
International economic journal
9
(
1995
)
3
,
pp. 49-60
Persistent link: https://www.econbiz.de/10001191287
Saved in:
27
A pre-holiday effect in the currency futures market : a note
Liano, Kartono
- In:
International review of economics & finance : IREF
4
(
1995
)
3
,
pp. 299-304
Persistent link: https://www.econbiz.de/10001191667
Saved in:
28
The distribution of currency futures price changes : a two-piece mixture of normals approach
Pan, Ming-Shiun
- In:
International review of economics & finance : IREF
4
(
1995
)
1
,
pp. 69-78
Persistent link: https://www.econbiz.de/10001178037
Saved in:
29
Estimating the bid-ask spread in a heteroskedastic market : the case of foreign currency futures
Laux, Paul A.
- In:
Review of quantitative finance and accounting
4
(
1994
)
3
,
pp. 219-237
Persistent link: https://www.econbiz.de/10001174256
Saved in:
30
The European exchange rate mechanism and the volatility of the sterling-Deutsche Mark futures rate
Pesaran, Bahram
- In:
Review of futures markets
11
(
1993
)
1
,
pp. 118-135
Persistent link: https://www.econbiz.de/10001168687
Saved in:
31
The efficiency of foreign exchange futures markets in turbulent and non-turbulent periods
Glassman, Debra A.
- In:
The journal of futures markets
7
(
1987
)
3
,
pp. 245-267
Persistent link: https://www.econbiz.de/10001149627
Saved in:
32
Empirical tests of the efficiency of the currency futures options market
Ogden, Joseph P.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 695-703
Persistent link: https://www.econbiz.de/10001149658
Saved in:
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