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The conditional volatility premium on currency portfolios
Byrne, Joseph P.; Sakemoto, Ryuta - In: Journal of international financial markets, … 74 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803308
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Foreign exchange market pressure and capital controls
Akram, Gilal Muhammad; Byrne, Joseph P. - In: Journal of international financial markets, … 37 (2015), pp. 42-53
Persistent link: https://www.econbiz.de/10011474972
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Common information in carry trade risk factors
Byrne, Joseph P.; Ibrahim, Boulis Maher; Sakemoto, Ryuta - In: Journal of international financial markets, … 52 (2018), pp. 37-47
Persistent link: https://www.econbiz.de/10011986186