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Foreign Exchange : Practical Asset Pricing and Macroeconomic Theory

Iqbal, Adam S. - 2022

Chapter 1; Risk Premiums -- Chapter 2: FX Forwards and the Carry Trade -- Chapter 3; Exchange Rates, Interest Rates, Inflation and the Risk Premium -- Chapter 4; The Mundell Fleming Model of the Exchange Rate -- Chapter 5: Valuation Models (PPP, DEER, FEER)? -- Chapter 6: What Drives Inflation and...

Persistent link: https://www.econbiz.de/10012879104

Multiple testing of the forward rate unbiasedness hypothesis across currencies

Fu, Hsuan; Luger, Richard - In: Journal of empirical finance 68 (2022), pp. 232-245

Persistent link: https://www.econbiz.de/10013464493

Foreign exchange futures trading and spot market volatility in Thailand

Woradee Jongadsayakul - In: Risks : open access journal 12 (2024) 7, pp. 1-20

decreases spot volatility. It also increases the rate at which new information is impounded into spot prices but decreases the …

Persistent link: https://www.econbiz.de/10014637194

Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings

Hillebrand, Eric; Mikkelsen, Jakob Guldbæk; Spreng, Lars; … - In: Journal of applied econometrics 38 (2023) 6, pp. 857-877

Persistent link: https://www.econbiz.de/10014432197

Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?

Simpson, Marc W.; Grossmann, Axel - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 375-392

Persistent link: https://www.econbiz.de/10009508870

Uncertainty network risk and currency returns

Babiak, Mykola; Baruník, Jozef - 2021

Persistent link: https://www.econbiz.de/10012583340

Monetary regimes and labour institutions : an alternative interpretation of the downward trend in exchange-rate passthrough in peripheral countries

Cherkasky, Martín; Abeles, Martín - In: CEPAL review (2019) 128, pp. 7-34

Persistent link: https://www.econbiz.de/10012295344

Forex exchange rate forecasting using deep recurrent neural networks

Dautel, Alexander Jakob; Härdle, Wolfgang; Lessmann, Stefan - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 69-96

Persistent link: https://www.econbiz.de/10012284950

Cross-market information spillover and the performance of technical trading in the foreign exchange market

Chang, Yung-ho - In: Journal of economics and finance 43 (2019) 2, pp. 211-227

Persistent link: https://www.econbiz.de/10012171037

Hurst exponents and delampertized fractional Brownian motions

Garcin, Matthieu - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-26

Persistent link: https://www.econbiz.de/10012153029

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