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Interest rate arbitrage in currency baskets : forecasting weights and measuring risk
Christoffersen, Peter F. - 1999
Persistent link: https://www.econbiz.de/10001366342
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The response of forward exchange rates to interest rate forecasting errors
Kaen, Fred R. - In: The journal of financial research 7 (1984) 4, pp. 281-290
Persistent link: https://www.econbiz.de/10002182587
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Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
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Optimal currency hedging and international asset allocation : an integration
Knight, Rory F. - In: Finanzmarkt und Portfolio-Management 5 (1991) 2, pp. 130-163
Persistent link: https://www.econbiz.de/10001217932
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Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market
Nazarova, Varvara - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 28-51
Persistent link: https://www.econbiz.de/10010463008
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Financial assets, expected return and risk, speculation, uncertainty, and exchange rate determination
Kallianiotis, Ioannis N.; Bianchi, Karen; Arize, … - In: European research studies 23 (2020) 3, pp. 3-30
Persistent link: https://www.econbiz.de/10012286910
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Exchange risk premia in a currency basket system
Hörngren, Lars - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 125 (1989) 2, pp. 311-325
Persistent link: https://www.econbiz.de/10001065042
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The profitability of interest arbitrage when the base currency is pegged to a basket
Moosa, Imad A. - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 267-281
Persistent link: https://www.econbiz.de/10009301288
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Measuring plausibility of hypothetical interest rate shocks
Golub, Bennett W.; Tilman, Leo M. - In: Interest rate, term structure, and valuation modeling, (pp. 295-312). 2002
Persistent link: https://www.econbiz.de/10001734179