Tag fx [108 articles] Export

Recent papers classified by the tag fx.

	Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applications (Wiley Series in Financial Engineering) [My Copy] (07 September 1998) posted to smile option fx derivative by RobHayward on 2009-09-11 10:30:33 as
	Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies [My Copy] European Finance Review, Vol. 2, No. 2. (1 January 1999), pp. 229-246. by Bhagwan Chowdhry, Jonathan T. B. Howe posted to financial fx hedging operational risk by sjj8 on 2009-08-05 10:31:23 as
	Stock Market Structure and Volatility [My Copy] The Review of Financial Studies, Vol. 3, No. 1. (1990), pp. 37-71. by Hans R. Stoll, Robert E. Whaley posted to fx by abenaboateng on 2009-06-21 15:27:25 as
	Why Does Stock Market Volatility Change Over Time? [My Copy] The Journal of Finance, Vol. 44, No. 5. (1989), pp. 1115-1153. by William G. Schwert posted to fx by abenaboateng on 2009-06-21 14:52:38 as
	Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk [My Copy] The Journal of Fiance, Vol. 56 (25 February 2001), pp. 1-43. by John Y. Campbell, Martin Lettau, Burton G. Malkiel, Yexiao Xu posted to fx by jblbo on 2009-06-18 07:46:19 as
	Exchange Rate Economics: Theories and Evidence [My Copy] (10 May 2007) by Ronald Macdonald posted to fx by jblbo on 2009-06-18 07:41:23 as
	Empirical exchange rate models of the seventies : Do they fit out of sample? [My Copy] Journal of International Economics, Vol. 14, No. 1-2. (February 1983), pp. 3-24. by Richard A. Meese, Kenneth Rogoff posted to fx by jblbo on 2009-06-18 07:38:08 as along with 1 person mankart
	Futures trading activity and predictable foreign exchange market movements [My Copy] Journal of Banking & Finance, Vol. 28, No. 5. (May 2004), pp. 1023-1041. by C. Wang posted to derivative fx sentiment by RobHayward on 2009-05-15 09:50:36 as
	Order Flow and Exchange Rate Dynamics [My Copy] The Journal of Political Economy, Vol. 110, No. 1. (2002), pp. 170-180. by Martin D. D. Evans, Richard K. Lyons posted to fx microstructure by RobHayward on 2009-05-14 13:19:10 as along with 1 person wigmapoole
	Exchange Rates and International Finance [My Copy] (08 May 2008) by Laurence Copeland posted to business flow fx by RobHayward on 2009-04-03 13:07:08 as
	Sovereign External Assets and the Resilience of Global Imbalances [My Copy] Social Science Research Network Working Paper Series (06 February 2009) by Enrique Alberola, Jose M. Serena posted to bank flow fx reserves by RobHayward on 2009-04-01 13:54:46 as
	Leveraged carry trade portfolios [My Copy] Journal of Banking & Finance, Vol. 33, No. 5. (May 2009), pp. 944-957. by Zsolt Darvas posted to fx hedge uip by RobHayward on 2009-03-01 11:40:10 as
	The Revived Bretton Woods System: The Effects of Periphery Intervention and Reserve Management on Interest Rates & Exchange Rates in Center Countries [My Copy] National Bureau of Economic Research Working Paper Series (March 2004), 10332. by Michael P. Dooley, David Folkerts-Landau, Peter Garber posted to bop flow fx by RobHayward on 2009-02-25 10:41:39 as
	Bretton Woods II Still Defines the International Monetary System [My Copy] National Bureau of Economic Research Working Paper Series (February 2009), 14731. by Michael P. Dooley, David Folkerts-Landau, Peter M. Garber posted to bop flow fx by RobHayward on 2009-02-25 10:37:47 as
	U.S. dollar real exchange rates: Nonlinearity revisited [My Copy] Journal of International Money and Finance, Vol. 27, No. 4. (June 2008), pp. 516-528. by R. Sollis posted to fx nonlinear ppp by RobHayward on 2008-12-11 10:17:03 as
	The Continuing Puzzle of Short Horizon Exchange Rate Forecasting [My Copy] National Bureau of Economic Research Working Paper Series (June 2008), 14071. by Kenneth S. Rogoff, Vania Stavrakeva posted to forecast fx microstructure by RobHayward on 2008-12-11 10:13:39 as
	Detecting a Currency's Dominance or Dependence using Foreign Exchange Network Trees [My Copy] (15 Dec 2004) by Mark Mcdonald, Omer Suleman, Stacy Williams, Sam Howison, Neil F. Johnson posted to currencies dynamics economic-dynamics fx hierarchies markets trees by Scis0000002 on 2008-09-06 08:46:23 as
	The Microstructure Approach to Exchange Rates [My Copy] (01 March 2006) by Richard K. Lyons posted to fx microstructure by RobHayward on 2008-08-13 20:33:28 as along with 1 person andrest
	Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market [My Copy] Carnegie-Rochester Conference Series on Public Policy, Vol. 11 (1979), pp. 9-57. by Michael Mussa posted to behaviour fx uip by RobHayward on 2008-08-05 09:46:16 as
	The forward discount anomaly and the risk premium: A survey of recent evidence [My Copy] Journal of Empirical Finance, Vol. 3, No. 2. (June 1996), pp. 123-192. by Charles Engel posted to forward fx uip by RobHayward on 2008-08-05 06:35:31 as
	Forward Discount Bias: Is it an Exchange Risk Premium? [My Copy] The Quarterly Journal of Economics, Vol. 104, No. 1. (1989), pp. 139-161. by Kenneth A. Froot, Jeffrey A. Frankel posted to behaviour fx information uip by RobHayward on 2008-08-04 18:03:16 as
	Fixes: Of the Forward Discount Puzzle [My Copy] The Review of Economics and Statistics, Vol. 78, No. 4. (1996), pp. 748-752. by Robert P. Flood, Andrew K. Rose posted to behaviour fx uip by RobHayward on 2008-08-04 17:39:56 as
	The forward premium puzzle: different tales from developed and emerging economies [My Copy] Journal of International Economics, Vol. 51, No. 1. (June 2000), pp. 115-144. by Ravi Bansal, Magnus Dahlquist posted to fx uip by RobHayward on 2008-07-31 14:15:44 as
	Chinese institutional investors' sentiment [My Copy] Journal of International Financial Markets, Institutions and Money, Vol. 18, No. 4. (October 2008), pp. 374-387. by Gerhard Kling, Lei Gao posted to fx garch momentum sentiment by RobHayward on 2008-06-18 22:13:22 as
	Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP [My Copy] Journal of Empirical Finance, Vol. 15, No. 3. (June 2008), pp. 455-467. by Lukas Menkhoff, Rafael R. Rebitzky posted to econometrics fx momentum sentiment survey by RobHayward on 2008-06-18 22:02:08 as
	The behaviour of the real exchange rate: Evidence from regression quantiles [My Copy] Journal of Banking & Finance, Vol. 32, No. 5. (May 2008), pp. 664-679. by Kleopatra Nikolaou posted to econometrics fx ppp by RobHayward on 2008-05-25 16:23:21 as
	A Multi-currency Model with FX Volatility Skew [My Copy] Social Science Research Network Working Paper Series (7 February 2005) by Vladimir Piterbarg posted to finance fx prdc by croys on 2008-04-24 14:25:57 as
	The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks [My Copy] Journal of International Financial Markets, Institutions and Money, Vol. 18, No. 2. (April 2008), pp. 137-146. by Paresh K. Narayan posted to fx ppp by RobHayward on 2008-04-11 19:12:28 as
	Anomalies: Foreign Exchange [My Copy] The Journal of Economic Perspectives, Vol. 4, No. 3. (1990), pp. 179-192. by Kenneth A. Froot, Richard H. Thaler posted to behaviour fx by RobHayward on 2008-04-01 10:00:53 as
	In search of a euro effect: Big lessons from a Big Mac Meal? [My Copy] Journal of International Money and Finance In Euro Area Expansion: Current State and Future Prospects, Vol. 27, No. 2. (March 2008), pp. 260-276. by David Parsley, Shang-Jin Wei posted to emu fx ppp by RobHayward on 2008-03-13 20:13:53 as
	Currency Exchange Rate Forecasting From News Headlines [My Copy] In Thirteenth Australasian Database Conference (ADC2002) (2002) by Desh Peramunetilleke, Raymond K. Wong edited by Xiaofang Zhou posted to fx news predicting text-mining by Scis0000002 on 2008-02-03 14:48:44 as
	Currency Exchange Rate Forecasting From News Headlines [My Copy] In Thirteenth Australasian Database Conference (ADC2002) (2002) by Desh Peramunetilleke, Raymond K. Wong edited by Xiaofang Zhou posted to fx news predicting by Scis0000002 on 2008-02-03 01:05:06 as
	Volatility clustering and the bid-ask spread: Exchange rate behavior in early Renaissance Florence [My Copy] Journal of Empirical Finance, Vol. 15, No. 1. (January 2008), pp. 131-144. by Geoffrey G. Booth, Umit G. Gurun posted to fx history vol by RobHayward on 2008-01-17 09:47:03 as
	Central bank authorities' beliefs about foreign exchange intervention [My Copy] Journal of International Money and Finance, Vol. 27, No. 1. (February 2008), pp. 1-25. by Christopher J. Neely posted to bank fx survey by RobHayward on 2008-01-17 09:42:02 as
	What drives long-term capital flows A theoretical and empirical investigation [My Copy] Journal of International Economics, Vol. 74, No. 1. (January 2008), pp. 120-142. by Genevieve Verdier posted to capital flow fx by RobHayward on 2008-01-03 14:02:13 as
	Foreign exchange market as a lattice gauge theory [My Copy] American Journal of Physics, Vol. 67, No. 10. (1999), pp. 862-868. by K. Young posted to fx gauge-theories lattice-gauge-theory markets by Scis0000002 on 2007-12-27 14:07:32 as
	Corporate cash flow and stock price exposures to foreign exchange rate risk [My Copy] Journal of Corporate Finance, Vol. 13, No. 5. (December 2007), pp. 981-994. by Sohnke M. Bartram posted to equity fx hedge by RobHayward on 2007-11-30 05:46:52 as
	New Perspective on FX Markets: Order-Flow Analysis [My Copy] by Richard K. Lyons posted to fx markets order-flows by Scis0000002 on 2007-11-14 00:26:41 as
	Currency hedging for multinationals under liquidity constraints [My Copy] Journal of Multinational Financial Management, Vol. 17, No. 5. (December 2007), pp. 417-431. by Rujing Meng, Kit P. Wong posted to business fm fx by RobHayward on 2007-11-08 12:33:21 as
	Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data [My Copy] Journal of International Financial Markets, Institutions and Money, Vol. 17, No. 5. (December 2007), pp. 437-451. by Robert Dekle, Heajin H. Ryoo posted to business fm fx by RobHayward on 2007-11-08 12:28:48 as
	International asset pricing under segmentation and PPP deviations [My Copy] Journal of Financial Economics, Vol. 86, No. 2. (November 2007), pp. 543-578. by Ines Chaieb, Vihang Errunza posted to bop fx by RobHayward on 2007-10-30 07:55:02 as
	Stochastic skew in currency options [My Copy] Journal of Financial Economics, Vol. 86, No. 1. (October 2007), pp. 213-247. by Peter Carr, Liuren Wu posted to derivative fx options by RobHayward on 2007-09-17 08:14:48 as
	Linear and nonlinear exchange rate exposure [My Copy] Journal of International Money and Finance, Vol. 26, No. 6. (October 2007), pp. 1016-1037. by Richard Priestley, Bernt A. Odegaard posted to fm fx by RobHayward on 2007-07-26 05:57:34 as along with 1 person ironmant1
	Can the new open economy macroeconomic model explain exchange rate fluctuations? [My Copy] Journal of International Economics, Vol. 72, No. 2. (July 2007), pp. 381-408. by Yongseung Jung posted to economics fx open-economy by RobHayward on 2007-05-24 18:42:10 as
	The high-frequency response of exchange rates and interest rates to macroeconomic announcements [My Copy] Journal of Monetary Economics, Vol. 54, No. 4. (May 2007), pp. 1051-1068. by Jon Faust, John H. Rogers, Shing-Yi B. Wang, Jonathan H. Wright posted to economics fx information by RobHayward on 2007-05-09 06:00:02 as along with 1 person and 1 group cursonivel1 cursonivel1
	The Determinants of Trading Volume: Information Flow and Inventory Control [My Copy] by José M. Carrera, Peter F. Pope, Stephen J. Taylor posted to fx information-flow trading volume by scis0000001 on 2007-04-06 02:24:22 as
	Market Structure and Dealers' Quoting Behavior In the Foreign Exchange Market [My Copy] Journal of International Financial Markets, Institutions and Money, Vol. In Press, Accepted Manuscript by Liang Ding posted to fx markets microstructure by RobHayward on 2007-03-18 16:16:38 as
	Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates [My Copy] Journal of Econometrics, Vol. In Press, Corrected Proof by Yongmiao Hong, Haitao Li, Feng Zhao posted to forecast fx garch time-series by RobHayward on 2007-03-05 15:49:00 as
	The microstructure of the Canada/U.S. dollar exchange rate: A robustness test [My Copy] Economics Letters, Vol. In Press, Corrected Proof by Nikola Gradojevic posted to fx microstructure by RobHayward on 2006-12-12 08:25:47 as
	Fixed exchange rates and trade [My Copy] Journal of International Economics, Vol. 70, No. 2. (December 2006), pp. 359-383. by Michael W. Klein, Jay C. Shambaugh posted to fx trade by RobHayward on 2006-12-03 08:46:19 as

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flow	11
bop	9
microstructure	9
behaviour	8
bank	7
econometrics	7
hedge	7
finance	6
uip	6
effects	5
momentum	5
reserves	5
sentiment	5
equity	4
garch	4
markets	4
ppp	4
risk	4
business	3
derivative	3
economics	3
fm	3
intervention	3
lop	3
open-economy	3
trading	3
capital	2
continuations	2
development	2
forecast	2
forward	2
information	2
news	2
noise	2
nonlinear	2
options	2
predicting	2
smile	2
survey	2
types	2
volatility	2
agency	1
bond	1
china	1
currencies	1
dynamics	1
economic-dynamics	1
emu	1
fdi	1
financial	1
gauge-theories	1
hedging	1
hege	1
hierarchies	1
history	1
information-flow	1
lattice-gauge-theory	1
operational	1
option	1
order-flows	1
prdc	1
rates	1
sudden-stops	1
tails	1
text-mining	1
time-series	1
trade	1
trees	1
vol	1
volume	1

Tag fx [108 articles] Export

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