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US dollar
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Dunis, Christian
4
Sarantis, Nicholas
4
Laws, Jason
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You, Kefei
2
Kellard, Neil M.
1
Lindemann, Andreas
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Lisboa, Paulo
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ECONIS (ZBW)
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1
Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations
Sarantis, Nicholas
- In:
Journal of international money and finance
25
(
2006
)
7
,
pp. 1168-1186
Persistent link: https://www.econbiz.de/10003394357
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2
Probability distributions, trading strategies and leverage : an application of Gaussian mixture models
Lindemann, Andreas
;
Dunis, Christian
;
Lisboa, Paulo
- In:
Journal of forecasting
23
(
2004
)
8
,
pp. 559-585
Persistent link: https://www.econbiz.de/10002494602
Saved in:
3
Forecasting EUR-USD implied volatility : the case of intraday data
Dunis, Christian
;
Kellard, Neil M.
;
Snaith, Stuart
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4943-4957
Persistent link: https://www.econbiz.de/10010341879
Saved in:
4
Modelling and trading the EUR/USD exchange rate at the ECB fixing
Dunis, Christian
;
Laws, Jason
;
Sermpinis, Georgios
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 541-560
Persistent link: https://www.econbiz.de/10008698561
Saved in:
5
Currency trading in volatile markets : did neural networks outperform for the EUR/USD during the financial crisis 2007 - 2009?
Dunis, Christian
;
Laws, Jason
;
Schilling, Ulrike
- In:
Journal of derivatives & hedge funds
18
(
2012
)
1
,
pp. 2-41
Persistent link: https://www.econbiz.de/10009535199
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6
Monetary and asset market models for sterling exchange rates : a cointegration approach
Sarantis, Nicholas
- In:
Journal of economic integration
10
(
1995
)
3
,
pp. 335-371
Persistent link: https://www.econbiz.de/10001191403
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7
Structural breaks and the equilibrium Chinese yuan/US dollar real exchange rate : a FEER approach
You, Kefei
;
Sarantis, Nicholas
- In:
Review of international economics
19
(
2011
)
5
,
pp. 791-808
Persistent link: https://www.econbiz.de/10009378757
Saved in:
8
A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate
You, Kefei
;
Sarantis, Nicholas
- In:
Journal of international financial markets, …
22
(
2012
)
1
,
pp. 151-170
Persistent link: https://www.econbiz.de/10009540830
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