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Thornton, Daniel L. - In: Journal of international money and finance 8 (1989) 4, pp. 573-587

Persistent link: https://www.econbiz.de/10001074865

Resolving the unbiasedness puzzle in the foreign exchange market

Thornton, Daniel L. - 2009

Persistent link: https://www.econbiz.de/10003799104

The microstructure of the foreign-exchange market : a selective survey of the literature

Sarno, Lucio; Taylor, Mark P. - 2001

Persistent link: https://www.econbiz.de/10001569943

New developments in exchange rate economics ; Vol. 1

Sarno, Lucio (contributor); Taylor, Mark P. (contributor) - 2002

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Sarno, Lucio (contributor); Taylor, Mark P. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001670224

The economics of exchange rates

Sarno, Lucio; Taylor, Mark P. - 2002 - 1. publ.

Persistent link: https://www.econbiz.de/10001676536

New developments in exchange rate economics

Sarno, Lucio (contributor); Taylor, Mark P. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001645260

Currency Momentum Strategies

Menkhoff, Lukas - 2014

We provide a broad empirical investigation of momentum strategies in the foreign exchange market. We find a significant cross-sectional spread in excess returns of up to 10% p.a. between past winner and loser currencies. This spread in excess returns is not explained by traditional risk factors,...

Persistent link: https://www.econbiz.de/10013067006

Currency Momentum Strategies

Menkhoff, Lukas - 2011

Persistent link: https://www.econbiz.de/10013127095

Spot and forward volatility in foreign exchange

Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2010

Persistent link: https://www.econbiz.de/10003994498