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The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market

Chang, Jui-chuan Della; Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 46 (2018), pp. 15-28

Persistent link: https://www.econbiz.de/10012036585

Bitcoin and integration patterns in the forex market

Virk, Nader - In: Finance research letters 44 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014494907

Daily exchange rate behaviour and hedging of currency risk

Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 1999

methods. The effects of several model characteristics(unit roots, GARCH, stochastic volatility, heavy tailed … disturbancedensities) are investigated in relation to the hedging decision strategies.Consequently, we can make a distinction between …

Persistent link: https://www.econbiz.de/10011302131

Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60

Persistent link: https://www.econbiz.de/10011533698

Bitcoin-based triangular arbitrage with the Euro/U.S. dollar as a foreign futures hedge : modeling with a bivariate GARCH model

Nan, Zheng; Kaizoji, Taisei - In: Quantitative finance and economics 3 (2019) 2, pp. 347-365

Persistent link: https://www.econbiz.de/10012176483

Impact of currency futures on volatility in exchange rate : a study of Indian currency market

Kumar, Ashish - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 1, pp. 95-108

Persistent link: https://www.econbiz.de/10011761360

Volatility models in foreign currency option pricing

Hoque, Ariful (contributor); Chan, Felix (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003340575

Pricing currency options with intra-daily implied volatility

Hoque, Ariful; Kalev, Petko S. - In: Australasian accounting business and finance journal : AABF 9 (2014) 1, pp. 43-56

Persistent link: https://www.econbiz.de/10010520230

The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility

Hamzaoui, Nessrine; Regaieg, Boutheina - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1608-1615

Persistent link: https://www.econbiz.de/10011775273

Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach

Hamzaoui, Nessrine; Regaieg, Boutheina - In: International journal of economics and financial issues … 6 (2016) 2, pp. 694-702

Persistent link: https://www.econbiz.de/10011697286