Similar Search Results - EconBiz

Foreign exchange order flow as a risk factor

Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2023

Persistent link: https://www.econbiz.de/10014234202

Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach

Chiang, Yi-chein; Liao, Tung Liang; Hsiao, Tse-an - In: Applied financial economics 21 (2011) 7/9, pp. 493-503

Persistent link: https://www.econbiz.de/10009153267

Tales of tails : jumps in currency markets

Lee, Suzanne S.; Wang, Minho - In: Journal of financial markets 48 (2020), pp. 1-29

Persistent link: https://www.econbiz.de/10012631807

Multifractality in Foreign Currency Markets

Corazza, Marco; Malliaris, A. (Tassos) G. - 2012

The standard hypothesis concerning the behavior of asset returns states that they follow a random walk in discrete time or a Brownian motion in continuous time. The Brownian motion process is characterized by a quantity, called the Hurst exponent, which is related to some fractal aspects of the...

Persistent link: https://www.econbiz.de/10014220908

Carry and trend strategies in FX markets

Mettler, Ueli; Thöny, Markus; Schmidt, Hansjörg - In: The journal of asset management 11 (2010/11) 5, pp. 321-331

Persistent link: https://www.econbiz.de/10008796526

On market efficiency of Asian foreign exchange rates : evidence from a joint variance ratio test and technical trading rules

Lee, Chun I.; Pan, Ming-Shiun; Liu, Y. Angela - In: Journal of international financial markets, … 11 (2001) 2, pp. 199-214

Persistent link: https://www.econbiz.de/10001575255

Noise trading, central bank interventions, and the informational content of foreign currency options

Pierdzioch, Christian - 2001

Persistent link: https://www.econbiz.de/10001626608

The behaviour of the South African Rand

Potgieter, Petrus - In: Economic & financial modelling : a journal of the … 9 (2002) 3, pp. 125-143

Persistent link: https://www.econbiz.de/10001699795

On testing the adequacy of stable processes under conditional heteroscedasticity

Deo, Rohit S. - In: Journal of empirical finance 9 (2002) 2, pp. 257-270

Persistent link: https://www.econbiz.de/10001655811

Multi-fractality in foreign currency markets

Corazza, Marco; Malliaris, Anastasios G. - In: Multinational finance journal : MF ; quarterly … 6 (2002) 2, pp. 65-98

Persistent link: https://www.econbiz.de/10001780007

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