Works matching DE "FOREIGN exchange futures"
Results: 327
Factores relevantes de la inestabilidad del mercado petrolero.
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- Revista de Economía Institucional, 2021, v. 23, n. 45, p. 227, doi. 10.18601/01245996.v23n45.11
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A New Look at the Forward Premium Puzzle.
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- Journal of Financial Econometrics, 2009, v. 7, n. 3, p. 312, doi. 10.1093/jjfinec/nbp002
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Resolving the unbiasedness and forward premium puzzles.
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- Scottish Journal of Political Economy, 2019, v. 66, n. 1, p. 5, doi. 10.1111/sjpe.12173
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The term structure of forward exchange premiums and the forecastability of spot exchange rates...
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- Review of Economics & Statistics, 1997, v. 79, n. 3, p. 353, doi. 10.1162/003465397556827
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THE SUB-GAUSSIAN DISTRIBUTION OF CURRENCY FUTURES: STABLE PARETIAN OR NONSTATIONARY?
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- Review of Economics & Statistics, 1987, v. 69, n. 1, p. 100, doi. 10.2307/1937906
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EXCHANGE RATE EXPECTATIONS AND INTEREST RATE DIFFERENTIALS.
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- Review of Economics & Statistics, 1981, v. 63, n. 1, p. 148, doi. 10.2307/1924233
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ARBITRAGE, SPECIALIZATION, AND OFFICIAL FORWARD INTERVENTION: THE CASES OF STERLING AND THE CANADIAN DOLLAR: A COMMENT.
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- Review of Economics & Statistics, 1981, v. 63, n. 1, p. 147, doi. 10.2307/1924232
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TESTING FOR THE ROLE OF SPECULATION IN THE FORWARD EXCHANGE MARKET: SOME PROBLEMS IF THERE ARE FISHERIAN EXPECTATIONS.
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- Review of Economics & Statistics, 1979, v. 61, n. 4, p. 608, doi. 10.2307/1935792
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ARBITRAGE, SPECULATION, AND OFFICIAL FORWARD INTERVENTION: THE CASES OF STERLING AND THE CANADIAN DOLLAR.
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- Review of Economics & Statistics, 1979, v. 61, n. 1, p. 135, doi. 10.2307/1924842
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THE ROLE OF SPECULATION IN THE CANADIAN FORWARD EXCHANGE MARKET: SOME ESTIMATES ASSUMING RATIONAL EXPECTATIONS.
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- Review of Economics & Statistics, 1977, v. 59, n. 2, p. 145, doi. 10.2307/1928810
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Hedging and nonlinear risk exposure.
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- Oxford Economic Papers, 2001, v. 53, n. 2, p. 281, doi. 10.1093/oep/53.2.281
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The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach.
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- Computational Economics, 2008, v. 32, n. 1/2, p. 99, doi. 10.1007/s10614-008-9135-5
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Investigation on transition of RMB forward exchange rate pricing mechanism based on error correction model with structural mutation.
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- International Journal of Financial Engineering, 2022, v. 9, n. 3, p. 1, doi. 10.1142/S2424786322500062
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ARE DETERMINANTS OF GOVERNMENT EXPENDITURE SYMMETRY OR ASYMMETRY? FRESH EVIDENCE FROM NIGERIA.
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- Journal of Developing Areas, 2023, v. 57, n. 1, p. 127, doi. 10.1353/jda.2023.0008
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Advances on External Machine Computing Power Focusing on Internal Personal Value: A Case Study on the New Digital Currency.
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- Mathematics (2227-7390), 2023, v. 11, n. 11, p. 2425, doi. 10.3390/math11112425
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Turnover in EU Monetary Policy in a Crisis.
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- Economics: Innovative & Economic Research Journal / Casopis za Ekonomsku Teoriju i Analizu, 2023, v. 11, n. 1, p. 177, doi. 10.2478/eoik-2023-0011
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Interactions between Exchange Traded Derivatives and OTC Derivatives: Evidence for the Canadian Dollar Futures vs. OTC Markets.
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- International Journal of Business, 2008, v. 13, n. 1, p. 25
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TÜRKİYE DÖVİZ PİYASASINDA ETKİN PİYASALAR HİPOTEZİNİN DAVRANIŞSAL FİNANS AÇISINDAN TESPİTİ.
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- Journal of Management & Economics Research, 2021, v. 19, n. 3, p. 77, doi. 10.11611/yead.970584
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Futures Rates and Forward Rates as Predictors of Near-Term Treasury Bill Rates.
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- Journal of Futures Markets, 1989, v. 9, n. 3, p. 249, doi. 10.1002/fut.3990090307
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Hedging Effectiveness and Minimum Risk Hedge Ratios in the Presence of Autocorrelation: Foreign....
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- Journal of Futures Markets, 1989, v. 9, n. 3, p. 185, doi. 10.1002/fut.3990090302
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Hedging Foreign Exchange Risk with Currency Futures: Portfolio Effects.
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- Journal of Futures Markets, 1988, v. 8, n. 6, p. 703, doi. 10.1002/fut.3990080605
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Empirical Tests of the Efficiency of the Currency Futures Options Market.
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- Journal of Futures Markets, 1987, v. 7, n. 6, p. 695, doi. 10.1002/fut.3990070608
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The Efficiency of Foreign Exchange Futures Markets in Turbulent and Non-Turbulent Periods.
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- Journal of Futures Markets, 1987, v. 7, n. 3, p. 245, doi. 10.1002/fut.3990070303
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Hedging Effectiveness of Currency Options and Currency Futures.
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- Journal of Futures Markets, 1986, v. 6, n. 2, p. 289, doi. 10.1002/fut.3990060210
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The Foreign Currency Futures Market: Some Reflections on Competitiveness and Growth.
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- Journal of Futures Markets, 1985, v. 5, n. 4, p. 625, doi. 10.1002/fut.3990050410
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A Note on the Hedging Effectiveness of Foreign Currency Futures.
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- Journal of Futures Markets, 1981, v. 1, n. 4, p. 659, doi. 10.1002/fut.3990010408
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The Hedging Effectiveness of Currency Futures Markets.
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- Journal of Futures Markets, 1981, v. 1, n. 1, p. 77, doi. 10.1002/fut.3990010107
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University Strategy, Accreditation Standards, and the Applied Education Mission: Using the Student Consulting to Build Bridges.
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- Small Business Institute® Journal (SBIJ), 2022, v. 18, n. 1, p. 10, doi. 10.53703/001c.32465
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Premia in Forward Foreign Exchange as Unobserved Components: A Note.
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- Journal of Business & Economic Statistics, 1993, v. 11, n. 3, p. 361, doi. 10.2307/1391961
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Monetary Policy Uncertainty, Expected RMB Volatility, and Yield Spreads between Dim Sum Bonds and China's Domestic Corporate Bonds.
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- International Review of Accounting, Banking & Finance, 2020, v. 12, n. 1, p. 1
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Functions of Currency before and after COVID-19: Is Bitcoin Sustainable for Tourism?
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- Sustainability (2071-1050), 2021, v. 13, n. 24, p. 13572, doi. 10.3390/su132413572
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Bitcoin, Blok Chain Technology, Trade and Property: Impending of IP Models.
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- International Journal of Business Insights & Transformation, 2019, v. 13, n. 1, p. 33
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A pragmatic evaluation of the interconnection between currency futures return volatility, open interest and volume.
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- Theoretical & Applied Economics, 2021, v. 28, n. 1, p. 289
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Profitability of alternative methods of combining the signals from technical trading systems.
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- Intelligent Systems in Accounting, Finance & Management, 2019, v. 26, n. 1, p. 32, doi. 10.1002/isaf.1442
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Predicting Foreign Exchange Directional Moves: Can Simple Fundamentals Help?
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- Journal of Investing, 2001, v. 10, n. 1, p. 43, doi. 10.3905/joi.2001.319450
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Tactical Currency Allocation Revisited: Four Simple Currency Trading Rules.
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- Journal of Investing, 1999, v. 8, n. 3, p. 65, doi. 10.3905/joi.1999.319369
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Markets and operations.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 4, p. 407
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Corporate Hedging of Exchange Risk When Foreign Currency Cash Flow Is Uncertain.
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- Management Science, 1995, v. 41, n. 6, p. 1083, doi. 10.1287/mnsc.41.6.1083
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التنبؤ بمخاطرة أسعار الصرف باستخدام الشبكة العصبونية-دراسة تطبيقية.
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- Journal of Administration & Economics, 2021, n. 129, p. 52, doi. 10.31272/JAE.44.2021.129.4
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Offshore Bidding and Currency Futures.
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- International Journal of Business & Economics, 2008, v. 7, n. 2, p. 125
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Environmental Activities.
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- Indigenous Policy Journal, 2024, v. 34, n. 2, p. 26
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THE OPTIMAL LEVEL OF FORWARD EXCHANGE TRANSACTIONS.
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- Journal of Financial & Quantitative Analysis, 1973, v. 8, n. 1, p. 105, doi. 10.2307/2329752
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RANDOM WALK AND FORWARD EXCHANGE RATES: A SPECTRAL ANALYSIS.
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- Journal of Financial & Quantitative Analysis, 1972, v. 7, n. 4, p. 1897, doi. 10.2307/2329624
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TESTING FORWARD EXCHANGE RATE UNBIASEDNESS EFFICIENTLY: A SEMIPARAMETRIC APPROACH.
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- Journal of Applied Economics, 2004, v. 7, n. 2, p. 325, doi. 10.1080/15140326.2004.12040608
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Financial intermediaries and speculation in the foreign exchange market: the role of monetary policy in Iran's economy.
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- Journal of Economic Structures, 2022, v. 11, n. 1, p. 1, doi. 10.1186/s40008-022-00271-x
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Hedges of Recognized Foreign Currency-Denominated Assets and Liabilities.
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- CPA Journal, 2019, v. 89, n. 8, p. 54
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Cross section of the <sup>232</sup>Th(n, f) reaction in the MeV neutron energy region.
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- European Physical Journal A -- Hadrons & Nuclei, 2022, v. 58, n. 5, p. 1, doi. 10.1140/epja/s10050-022-00716-8
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Algo-Trading Strategy for Intraweek Foreign Exchange Speculation Based on Random Forest and Probit Regression.
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- Applied Computational Intelligence & Soft Computing, 2019, p. 1, doi. 10.1155/2019/8342461
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An explanation of the forward premium 'puzzle'
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- European Financial Management, 2000, v. 6, n. 2, p. 121, doi. 10.1111/1468-036x.00117
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A rank approach for studying cross-currency bases and the covered interest rate parity.
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- Empirical Economics, 2020, v. 59, n. 1, p. 357, doi. 10.1007/s00181-019-01633-4
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