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41.
  • No‐arbitrage matrices of ex... No‐arbitrage matrices of exchange rates: Some characterizations
    Maldonado, Wilfredo L.; Egozcue, Juan José; Pawlowsky‐Glahn, Vera International journal of economic theory, December 2021, 2021-12-00, 20211201, Letnik: 17, Številka: 4
    Journal Article
    Recenzirano

    We provide some characterizations of the absence of triangular arbitrage in the spot exchange rates of a group of countries. When the matrix of exchange rates of the group does not fulfill the ...
Celotno besedilo
42.
  • Coups d'état and the foreig... Coups d'état and the foreign exchange market
    Balima, Hippolyte Weneyam World economy, July 2020, Letnik: 43, Številka: 7
    Journal Article
    Recenzirano

    I empirically examine the effect of coups d'état on the foreign exchange market using a monthly panel dataset covering 150 countries over the period 1980–2015. Specifically, I investigate whether ...
Celotno besedilo
43.
  • Currency flotation and divi... Currency flotation and dividend policies: Evidence from China's central parity reform
    Luo, Yilin; Ni, Chenkai; Thewissen, James Financial management, 03/2024, Letnik: 53, Številka: 1
    Journal Article
    Recenzirano

    Exploiting the 2015 central parity reform in China, we examine whether and how currency flotation affects corporate payout policies. The reform shifted China's currency regime from a crawling peg to ...
Celotno besedilo
44.
  • Modifying (M)CoVaR and cons... Modifying (M)CoVaR and constructing tail risk networks through analytic higher-order moments: Evidence from the global forex markets
    Hakim, Arief; Salman, A N M; Ashari, Yeva ... PloS one, 11/2022, Letnik: 17, Številka: 11
    Journal Article
    Recenzirano
    Odprti dostop

    In a financial system, entities (e.g., companies or markets) face systemic risk that could lead to financial instability. To prevent this impact, we require quantitative systemic risk management we ...
Celotno besedilo
45.
  • The Impact of RMB Internati... The Impact of RMB Internationalization and International Situations on China's Foreign Exchange Market: Dynamic Linkages between USD/CNY and SDR/CNY
    Wang, Yang-Chao; Tsai, Jui-Jung; Chen, Xingyu Emerging markets finance & trade, 04/2021, Letnik: 57, Številka: 5
    Journal Article
    Recenzirano

    With the RMB becoming the fifth international payment currency and its inclusion in the SDR currency basket, coupled with the opening of China's capital market, RMB-related exchange rates have ...
Celotno besedilo
46.
  • Interactions of Spot Foreig... Interactions of Spot Foreign Exchange Markets among Taiwan, Hong Kong and Japan: Japanese Forward Premium/Discount as an Information Variable
    LIU, Hsiang-Hsi Management and Economics Review, 7/2024, Letnik: 9, Številka: 2
    Journal Article
    Recenzirano
    Odprti dostop

    This study takes the foreign exchange rates of Taiwan, Hong Kong and Japan as the research issue, and utilises the VEC GJR-Asymmetric GARCH model to analyse the interaction among spot exchange rates ...
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47.
  • The effects of non-delivera... The effects of non-deliverable forward programs of emerging-market central banks: A synthetic control approach
    Kayalar, Derya Ezgi; Erdem, F. Pınar Borsa Istanbul Review, 3/2024
    Journal Article
    Recenzirano
    Odprti dostop

    Since the Global Financial Crisis in 2008, emerging market economies’ central banks have started to use foreign exchange derivative instruments frequently in exchange rate markets to provide a ...
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48.
  • Covered interest parity dev... Covered interest parity deviations: Macrofinancial determinants
    Cerutti, Eugenio M.; Obstfeld, Maurice; Zhou, Haonan Journal of international economics, 20/May , Letnik: 130
    Journal Article
    Recenzirano
    Odprti dostop

    This paper studies how several macrofinancial factors are associated over time with the evolution of covered interest parity (CIP) deviations in the decade after the Global Financial Crisis. Changes ...
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49.
  • Is there still a weather an... Is there still a weather anomaly? An investigation of stock and foreign exchange markets
    Andrikopoulos, Athanasios; Wang, Changyu; Zheng, Min Finance research letters, 09/2019, Letnik: 30
    Journal Article
    Recenzirano
    Odprti dostop

    •We investigate whether the weather affects foreign exchange markets.•Existing research on weather and financial markets is confined to stock markets.•The literature has studied many currency ...
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50.
  • The Effects of Terrorism on... The Effects of Terrorism on Turkish Financial Markets
    Aksoy, Mine; Demiralay, Sercan Defence and peace economics, 09/2019, Letnik: 30, Številka: 6
    Journal Article
    Recenzirano

    In this research, we analyzed how Turkish financial markets and foreign investors in the stock market reacted to the terror attacks in Turkey. Our analysis, which was performed using the terror index ...
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