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Predicting spot exchange rates in a nonlinear estimation framework using futures prices
Parhizgari, Ali M. - In: The journal of futures markets 17 (1997) 8, pp. 935-956
Persistent link: https://www.econbiz.de/10001232833
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Are regression approach futures hedge ratios stationary?
Ferguson, Robert - In: The journal of futures markets 18 (1998) 7, pp. 851-866
Persistent link: https://www.econbiz.de/10001249185
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Hedging foreign currency, freight, and commodity futures portfolios : a note
Haigh, Michael S.; Holt, Matthew T. - In: The journal of futures markets 22 (2002) 12, pp. 1205-1221
Persistent link: https://www.econbiz.de/10001713612
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New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra; Sarno, Lucio - In: The journal of futures markets 26 (2006) 7, pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
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Trading futures using a channel rule : a study of the predictive power of technical analysis with currency examples
Taylor, Stephen - In: The journal of futures markets 14 (1994) 2, pp. 215-235
Persistent link: https://www.econbiz.de/10001169801
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Fractal structure in currency futures price dynamics
Fang, Hsing - In: The journal of futures markets 14 (1994) 2, pp. 169-181
Persistent link: https://www.econbiz.de/10001169803
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Prediction of future currency exchange rates from current currency futures prices : the case of GM and JY
Jabbour, George M. - In: The journal of futures markets 14 (1994) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10001169809
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Transactions data tests of efficiency : an investigation in the Singapore futures markets
Raj, Mahendra - In: The journal of futures markets 20 (2000) 7, pp. 687-704
Persistent link: https://www.econbiz.de/10001523745
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Looking for contagion in currency futures markets
Tai, Chu-sheng - In: The journal of futures markets 23 (2003) 10, pp. 957-988
Persistent link: https://www.econbiz.de/10001789597
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Foreign exchange futures volatility : day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming; Kling, John L.; Sell, Clifford W. - In: The journal of futures markets 19 (1999) 6, pp. 665-693
Persistent link: https://www.econbiz.de/10001410397