Similar Search Results

Foreign exchange volatility and stock returns

Du, Ding; Hu, Ou - In: Journal of international financial markets, … 22 (2012) 5, pp. 1202-1216

Persistent link: https://www.econbiz.de/10010220195

The long-run component of foreign exchange volatility and stock returns

Du, Ding; Hu, Ou - In: Journal of international financial markets, … 31 (2014), pp. 268-284

Persistent link: https://www.econbiz.de/10011299324

On the predictability of carry trade returns : the case of the Chinese Yuan

Cheong, Calvin W. H.; Sinnakkannu, Jothee; Ramasamy, … - In: Research in international business and finance 39 (2017), pp. 358-376

Persistent link: https://www.econbiz.de/10011876500

The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series

Sen, Chitrakalpa; Chakrabarti, Gagari - In: Decision 41 (2014) 4, pp. 399-410

Persistent link: https://www.econbiz.de/10010483861

On the inclusion of the Chinese renminbi in the SDR basket

Bénassy-Quéré, Agnès; Capelle, Damien - In: International economics : a journal published by CEPII … 139 (2014), pp. 133-151

Persistent link: https://www.econbiz.de/10011525226

Conditional volatility persistence and volatility spillovers in the foreign exchange market

Su, Fei - In: Research in international business and finance 55 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013264608

Puzzling premiums on FX markets : carry trade, momentum, and value alone and strategy diversification

Mikova, Evgeniya; Teplova, Tamara V.; Munir, Qaiser - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 1, pp. 126-148

Persistent link: https://www.econbiz.de/10012211227

The Rand as a Carry Trade Target : Risk, Returns and Policy Implications

Hassan, Shakill - 2011

-targeting trade; and a larger return-to-volatility ratio than the Australian and New Zealand dollars – the most common carry targets … volatility however, is likely to increase its allure as a carry target …

Persistent link: https://www.econbiz.de/10013117684

Foreign exchange order flow as a risk factor

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

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

The crisis in the foreign exchange market

Melvin, Michael; Taylor, Mark P. - In: Journal of international money and finance 28 (2009) 8, pp. 1317-1330

Persistent link: https://www.econbiz.de/10003929178