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1
Common factors and local factors : implications for term structures and exchange rates
Ahn, Dong-Hyun
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 69-102
Persistent link: https://www.econbiz.de/10001988559
Saved in:
2
Hedging
foreign currency, freight, and commodity futures portfolios : a note
Haigh, Michael S.
;
Holt, Matthew T.
- In:
The journal of futures markets
22
(
2002
)
12
,
pp. 1205-1221
Persistent link: https://www.econbiz.de/10001713612
Saved in:
3
Hedging
the exchange rate risk in international portfolio diversification : currency forwards versus currency options
Maurer, Raimond
;
Valiani, Shohreh
-
2003
Persistent link: https://www.econbiz.de/10001780243
Saved in:
4
Investing internationally : currency issues for superannuation funds
Thorp, Susan
-
2003
Persistent link: https://www.econbiz.de/10001746110
Saved in:
5
Long memory in currency futures volatility
Chung, Ching-fan
;
Hung, Mao-Wei
;
Liu, Yu-hong
- In:
Research in finance
20
(
2003
),
pp. 139-158
Persistent link: https://www.econbiz.de/10001903435
Saved in:
6
The hedge ratio : an exact test of the random walk hypothesis
Geppert, John M.
- In:
Journal of the Midwest Finance Association
20
(
1991
),
pp. 96-106
Persistent link: https://www.econbiz.de/10001172970
Saved in:
7
Exchange rate changes, forward markets, and export prices
Kwak, Rosung
-
1991
Persistent link: https://www.econbiz.de/10000909957
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8
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra
;
Sarno, Lucio
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
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9
Price discovery from cross-currency and FX swaps : a structural analysis
Amatatsu, Yasuaki
;
Baba, Naohiko
-
2008
Persistent link: https://www.econbiz.de/10003847561
Saved in:
10
The forward premium puzzle and latent factors day by day
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
-
2010
Persistent link: https://www.econbiz.de/10003969493
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