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Shorting the dollar when global stock markets roar : the equity hedging channel of exchange rate determination

Ben Zeev, Nadav; Nathan, Daniel - 2023

Persistent link: https://www.econbiz.de/10014486893

The Causal Relationship between Foreign Currency Futures and Spot Markets : Evidence from Turkey

Ünlü, Ulaş - 2016

The purpose of this study is to investigate the interaction between spot Turkish Lira-US Dollar exchange rate and Turkish Lira-US Dollar futures contracts traded in Turkish Derivatives Exchanges. Cointegration test are used and an error correction model is developed in order to examine the...

Persistent link: https://www.econbiz.de/10013001451

Exchange Rates’ Effect on Spot and Futures Equity Index Markets : A Study on Borsa Istanbul

Koy, Ayben - 2017

have evidence that the foreign exchange rate markets in Turkey are driven by the equity market …

Persistent link: https://www.econbiz.de/10012953581

Evolving efficiency of exchange rate movement : an evidence from Indian foreign exchange market

Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Global business review 21 (2020) 4, pp. 956-969

Persistent link: https://www.econbiz.de/10012287504

Modelling volatility in Indian currency market

Mittal, Sanjiv; Kumar, Ashish - In: International journal of bonds and derivatives 2 (2016) 1, pp. 40-58

Persistent link: https://www.econbiz.de/10011585698

Informational dependency between spot and futures markets : evidence from Turkish foreign exchange markets

Lee, Yen-hsian; Ozun, Alper - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 99-108

Persistent link: https://www.econbiz.de/10010209490

Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes

Hiller, Christoph B. - 1996

Persistent link: https://www.econbiz.de/10000946743

The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - 1993

Persistent link: https://www.econbiz.de/10000874096

Foreign exchange rates, asymmetric adjustment and threshold co-integration : empirical evidence from Canada

Samanta, Subarna K.; Mohamad-Zadeh, Ali H. - In: The journal of economics 27 (2001) 2, pp. 19-35

Persistent link: https://www.econbiz.de/10001648435

Calendar anomalies' adaptiveness in exchange rates : evidence from the concordance coefficient and AR-GARCH tests

Villarreal-Samaniego, Dacio - In: Managerial finance 50 (2024) 11, pp. 1971-1990

Persistent link: https://www.econbiz.de/10015198819