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Islamic calendar anomalies : evidence from Pakistani firm-level data

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Persistent link: https://www.econbiz.de/10011574069

Price transmission and effects of exchange rates on domestic commodity prices via offshore and currency hedging

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A reexamination of capital controls' effectiveness : recent experience of Thailand

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Equilibrium moment restrictions on asset returns : normal and crisis periods

Simmons, Peter J.; Tantisantiwong, Nongnuch - In: The European journal of finance 20 (2014) 10/12, pp. 1064-1089

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Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets

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Stock market overreaction : some evidence from the Colombo Stock Exchange

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Return and volatility spillovers from developed to emerging capital markets: the case of South Asia

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Fluctuations in the UK equity market : what drives stock returns?

Rambaccussing, Dooruj; Power, David M. - In: The European journal of finance 24 (2018) 4/6, pp. 499-516

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Is there a risk and return relation?

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Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices Via Offshore Hedging

Tantisantiwong, Nongnuch - 2011

The framework presents how trading in the foreign commodity futures and domestic forward foreign exchange markets can affect the optimal spot positions of domestic commodity producers and traders. It generalizes the models of Kawai and Zilcha (1986) and Kofman and Viaene (1991) to allow both...

Persistent link: https://www.econbiz.de/10013131263