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Journal of money, credit and banking : JMCB
Finance research letters
The journal of futures markets
116
Journal of international money and finance
87
NBER working paper series
51
NBER Working Paper
44
Journal of international financial markets, institutions & money
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1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
2
A risky affair : dual class and FX hedging
Sah, Nilesh B.
;
Banerjee, Anandi
;
Malm, James
;
More, …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013457480
Saved in:
3
Foreign exchange option pricing under regime switching with asymmetrical jumps
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341395
Saved in:
4
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
5
Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
6
The impact of tick-size reductions in foreign currency futures markets
Martinez, Valeria
;
Tse, Yiuman
- In:
Finance research letters
28
(
2019
),
pp. 32-38
Persistent link: https://www.econbiz.de/10012384047
Saved in:
7
Are cryptocurrencies connected to forex? : a quantile cross-spectral approach
Baumöhl, Eduard
- In:
Finance research letters
29
(
2019
),
pp. 363-372
Persistent link: https://www.econbiz.de/10012419226
Saved in:
8
The forex fixing reform and its impact on cost and risk of forex trading banks
Yamada, Masahiro
;
Itō, Takatoshi
- In:
Finance research letters
21
(
2017
),
pp. 157-162
Persistent link: https://www.econbiz.de/10011807744
Saved in:
9
Optimal hedge ratio in a biased forward market under liquidity constraints
Dömötör, Barbara
- In:
Finance research letters
21
(
2017
),
pp. 259-263
Persistent link: https://www.econbiz.de/10011807801
Saved in:
10
Central bank policy paths and market forward rates : a simple model
De Graeve, Ferre
;
Iversen, Jens
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
6
,
pp. 1197-1224
Persistent link: https://www.econbiz.de/10011946559
Saved in:
11
Do speculative traders anticipate or follow USD/EUR exchange rate movements? : new evidence on the efficiency of the EUR currency futures market
Hossfeld, Oliver
;
Röthig, Andreas
- In:
Finance research letters
18
(
2016
),
pp. 218-225
Persistent link: https://www.econbiz.de/10011657024
Saved in:
12
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
13
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
14
The relationship between reciprocal currency futures prices
Bick, Avi
- In:
Finance research letters
9
(
2012
)
4
,
pp. 194-201
Persistent link: https://www.econbiz.de/10009689317
Saved in:
15
The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders
Cotter, John
;
Dowd, Kevin
- In:
Finance research letters
4
(
2007
)
3
,
pp. 146-154
Persistent link: https://www.econbiz.de/10003702364
Saved in:
16
Interest rate risk and the forward premium anomaly in foreign exchange markets
Wu, Shu
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 423-442
Persistent link: https://www.econbiz.de/10003469641
Saved in:
17
Temporal patterns in foreign exchange returns and options
Charlebois, Maxime
;
Sapp, Stephen
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 443-470
Persistent link: https://www.econbiz.de/10003469648
Saved in:
18
On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil
- In:
Finance research letters
3
(
2006
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10003300878
Saved in:
19
Forward discount puzzle and liquidity effects : some evidence from exchange rates among the United States, Canada, and Japan
Fukuta, Yuichi
;
Saitō, Makoto
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
4
,
pp. 1014-1033
Persistent link: https://www.econbiz.de/10001710466
Saved in:
20
The foreign exchange risk premium : is it real?
Hakkio, Craig S.
- In:
Journal of money, credit and banking : JMCB
27
(
1995
)
2
,
pp. 301-317
Persistent link: https://www.econbiz.de/10001182190
Saved in:
21
Real and monetary shocks and risk premia in forward markets for foreign exchange
Dutton, John C.
- In:
Journal of money, credit and banking : JMCB
25
(
1993
)
4
,
pp. 731-754
Persistent link: https://www.econbiz.de/10001156546
Saved in:
22
The risk premium in the foreign exchange market
Sibert, Anne C.
- In:
Journal of money, credit and banking : JMCB
21
(
1989
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10001060793
Saved in:
23
The forward rate as a predictor of the future spot rate : a stochastic coefficient approach
Chiang, Thomas C.
- In:
Journal of money, credit and banking : JMCB
20
(
1988
)
2
,
pp. 212-232
Persistent link: https://www.econbiz.de/10001051964
Saved in:
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