17
H index
21
i10 index
1529
Citations
Universität St. Gallen | 17 H index 21 i10 index 1529 Citations RESEARCH PRODUCTION: 36 Articles 65 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paul Söderlind. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2020 | Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Papers. RePEc:arx:papers:2002.07479. Full description at Econpapers || Download paper | |
2020 | Policy Makers Credibility with Predetermined Instruments for Forward-Looking Targets. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Papers. RePEc:arx:papers:2012.02806. Full description at Econpapers || Download paper | |
2021 | Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127. Full description at Econpapers || Download paper | |
2020 | Indicators of uncertainty: a brief user’s guide. (2020). Rossi, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_564_20. Full description at Econpapers || Download paper | |
2020 | The limits to robust monetary policy in a small open economy with learning agents. (2020). Dai, Meixing ; André, Marine ; Charlotte, Andre Marine. In: Working Papers. RePEc:bdm:wpaper:2020-12. Full description at Econpapers || Download paper | |
2021 | Los determinantes de la liquidez en Colombia: un análisis del mercado de divisas de contado. (2021). Gamboa-Estrada, Fredy ; Castaeda-Arevalo, David. In: Borradores de Economia. RePEc:bdr:borrec:1185. Full description at Econpapers || Download paper | |
2021 | Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829. Full description at Econpapers || Download paper | |
2020 | From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142. Full description at Econpapers || Download paper | |
2020 | FX spot and swap market liquidity spillovers. (2020). Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Working Papers. RePEc:bis:biswps:836. Full description at Econpapers || Download paper | |
2020 | Conditional currency hedging. (2020). Bucher, Melk C. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:897-923. Full description at Econpapers || Download paper | |
2021 | The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:331-353. Full description at Econpapers || Download paper | |
2020 | Safehavenness of the Chinese renminbi. (2020). Fong, Tom ; Tong, Alfred Yun. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:215-233. Full description at Econpapers || Download paper | |
2021 | Monetary policy through exchange rate pegs: The removal of the Swiss franc?Euro floor and stock price reactions. (2021). Tonzer, Lena ; Buchholz, Manuel ; von Schweinitz, Gregor. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1382-1406. Full description at Econpapers || Download paper | |
2020 | Carry trade and forward premium puzzle from the perspective of a safe?haven currency. (2020). Nitschka, Thomas ; Haab, David R. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:376-394. Full description at Econpapers || Download paper | |
2021 | How robustness can change the desirability of speed limit policy. (2021). Hasui, Kohei. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:5:p:553-570. Full description at Econpapers || Download paper | |
2021 | Trend Growth and Robust Monetary Policy. (2021). Hasui, Kohei. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:2:p:449-472:n:5. Full description at Econpapers || Download paper | |
2021 | The Pricing of Unexpected Volatility in the Currency Market. (2021). Xu, Yongdeng ; Lu, Wenna ; Copeland, Laurence. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/16. Full description at Econpapers || Download paper | |
2020 | Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810. Full description at Econpapers || Download paper | |
2021 | Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305. Full description at Econpapers || Download paper | |
2021 | Effects of Macro Uncertainty on Mean Expectation and Subjective Uncertainty: Evidence from Households and Professional Forecasters. (2021). Poonpakdee, Poramapa ; Piccillo, Giulia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9486. Full description at Econpapers || Download paper | |
2020 | From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267. Full description at Econpapers || Download paper | |
2020 | A NOTE ON ROBUST MONETARY POLICY AND NON-ZERO TREND INFLATION. (2020). Hasui, Kohei. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:24:y:2020:i:6:p:1574-1594_9. Full description at Econpapers || Download paper | |
2021 | Hedge and safe haven status of Bitcoin: copula-DCC approach. (2021). Zhuo, Juanjuan ; Kumamoto, Masao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00425. Full description at Econpapers || Download paper | |
2020 | Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20202387. Full description at Econpapers || Download paper | |
2021 | Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628. Full description at Econpapers || Download paper | |
2021 | Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Stafylas, Dimitrios ; Platanakis, Emmanouil ; Newton, David ; Ye, Xiaoxia. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263. Full description at Econpapers || Download paper | |
2021 | Are professional forecasters Bayesian?. (2021). Manzan, Sebastiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030213x. Full description at Econpapers || Download paper | |
2021 | Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772. Full description at Econpapers || Download paper | |
2021 | Alpha decay and Sharpe ratio: Two measures of investor performance. (2021). Ou-Yang, Hui ; Guo, Ming. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321001474. Full description at Econpapers || Download paper | |
2020 | Commitment or discretion? An empirical investigation of monetary policy preferences in China. (2020). Liu, Ding ; Sun, Weihong ; Zhang, Yue. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:409-419. Full description at Econpapers || Download paper | |
2020 | Chinas liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach. (2020). Li, Min ; Zhong, Rui ; Wang, Hao ; Ji, Hao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:187-204. Full description at Econpapers || Download paper | |
2020 | States of psychological anchors and price behavior of Japanese yen futures. (2020). Wang, Yu-Chun ; Lu, Yang-Cheng ; Lee, Yun-Huan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302912. Full description at Econpapers || Download paper | |
2021 | The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321. Full description at Econpapers || Download paper | |
2022 | Rigid payment breaking, default spread and yields of Chinese treasury bonds. (2022). Xu, Xiangyun ; Jia, Fei ; Chen, Yunping ; Yu, Cong ; Huang, Xiaoyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001777. Full description at Econpapers || Download paper | |
2021 | What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting. (2021). Siklos, Pierre ; Reid, Monique ; du Plessis, Stan. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000261. Full description at Econpapers || Download paper | |
2021 | Belief elicitation with multiple point predictions. (2021). Schmidt, Patrick ; Eyting, Markus. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000532. Full description at Econpapers || Download paper | |
2021 | The price discovery role of day traders in futures market: Evidence from different types of day traders. (2021). Tsai, Shih-Chuan ; Fung, Scott. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:53-77. Full description at Econpapers || Download paper | |
2022 | Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148. Full description at Econpapers || Download paper | |
2020 | Are hedge funds active market liquidity timers?. (2020). Li, Chenlu ; Tee, Kai-Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918306641. Full description at Econpapers || Download paper | |
2020 | Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642. Full description at Econpapers || Download paper | |
2020 | Liquidity commonality and high frequency trading: Evidence from the French stock market. (2020). Fontaine, Patrice ; Anagnostidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919305320. Full description at Econpapers || Download paper | |
2020 | Searching for safe-haven assets during the COVID-19 pandemic. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Yuqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301708. Full description at Econpapers || Download paper | |
2021 | The economic gain of being small in the mutual fund industry: U.S. and international evidence. (2021). Angelidis, Timotheos ; Fessas, Michalis ; Babalos, Vassilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001848. Full description at Econpapers || Download paper | |
2021 | The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?. (2021). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001940. Full description at Econpapers || Download paper | |
2021 | Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period. (2021). Sarker, Ashutosh ; Brooks, Robert ; Tanin, Tauhidul Islam . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001988. Full description at Econpapers || Download paper | |
2020 | The timing of the flight to gold: An intra-day analysis of gold and the S&P500. (2020). Kuck, Konstantin ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301448. Full description at Econpapers || Download paper | |
2021 | Understanding Bitcoin liquidity. (2021). Scharnowski, Stefan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311286. Full description at Econpapers || Download paper | |
2021 | What drives the liquidity of cryptocurrencies? A long-term analysis. (2021). Theissen, Erik ; Mestel, Roland ; Brauneis, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931400x. Full description at Econpapers || Download paper | |
2021 | Commonality in FX liquidity: High-frequency evidence. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Uzun, Sevcan. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320304220. Full description at Econpapers || Download paper | |
2022 | Liquidity spillover in foreign exchange markets. (2022). Hsu, Chih-Chiang ; Gau, Yin-Feng ; Chang, Ya-Ting. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001860. Full description at Econpapers || Download paper | |
2020 | Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets. (2020). Szersze, Pawe J ; Aramonte, Sirio. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300288. Full description at Econpapers || Download paper | |
2021 | Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. (2021). Hassan, Kabir M ; Hasan, Md Bokhtiar ; Alhenawi, Yasser ; Rashid, Md Mamunur. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000661. Full description at Econpapers || Download paper | |
2021 | Covered interest parity deviations: Macrofinancial determinants. (2021). Obstfeld, Maurice ; Cerutti, Eugenio ; Zhou, Haonan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000246. Full description at Econpapers || Download paper | |
2021 | Currency returns and FX dealer balance sheets. (2021). Reitz, Stefan ; Umlandt, Dennis. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001215. Full description at Econpapers || Download paper | |
2020 | The role of carry trades on the effectiveness of Japans quantitative easing. (2020). Chuffart, Thomas ; Dell'Eva, Cyril. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:30-40. Full description at Econpapers || Download paper | |
2020 | Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term. (2020). Oliveira, Fernando ; Gaglianone, Wagner ; de Oliveira, Fernando Nascimento. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:72-91. Full description at Econpapers || Download paper | |
2020 | Volatility and dynamic currency hedging. (2020). McDonald, Judith Ann ; Min, Hong-Ghi ; Cho, Jae-Beom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s104244311930321x. Full description at Econpapers || Download paper | |
2021 | The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414. Full description at Econpapers || Download paper | |
2021 | Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159. Full description at Econpapers || Download paper | |
2021 | To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779. Full description at Econpapers || Download paper | |
2021 | Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962. Full description at Econpapers || Download paper | |
2021 | The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x. Full description at Econpapers || Download paper | |
2022 | Currency carry trade: The decline in performance after the 2008 Global Financial Crisis. (2022). Zhang, QI ; Qi, Zhen ; Paseka, Alexander ; Fan, Zhenzhen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001670. Full description at Econpapers || Download paper | |
2020 | Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627. Full description at Econpapers || Download paper | |
2021 | On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530. Full description at Econpapers || Download paper | |
2021 | Are professional forecasters overconfident?. (2021). Casey, Eddie. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:716-732. Full description at Econpapers || Download paper | |
2021 | Who is the center of local currency Asian government bond markets?. (2021). Tsukuda, Yoshihiko ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000220. Full description at Econpapers || Download paper | |
2021 | Collateralization and asset price bubbles when investors disagree about risk. (2021). Kero, Afroditi ; Broer, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000959. Full description at Econpapers || Download paper | |
2021 | Funding liquidity and market liquidity in government bonds. (2021). Johnson, Timothy C ; Deuskar, Prachi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001242. Full description at Econpapers || Download paper | |
2021 | Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x. Full description at Econpapers || Download paper | |
2022 | Retail trading activity and major lifecycle events: The case of divorce. (2022). Westerholm, Joakim P ; Subrahmanyam, Avanidhar ; Kalev, Petko S ; Grant, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003459. Full description at Econpapers || Download paper | |
2021 | Volatility expectations and disagreement. (2021). van der Sar, Nico L ; Huisman, Ronald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393. Full description at Econpapers || Download paper | |
2021 | Measuring macroeconomic disagreement – A mixed frequency approach. (2021). Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:547-566. Full description at Econpapers || Download paper | |
2020 | Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167. Full description at Econpapers || Download paper | |
2020 | Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805. Full description at Econpapers || Download paper | |
2020 | The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414. Full description at Econpapers || Download paper | |
2021 | Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411. Full description at Econpapers || Download paper | |
2022 | Equity tail risk and currency risk premiums. (2022). Londono, Juan M. ; Xiao, Xiao ; Fan, Zhenzhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:484-503. Full description at Econpapers || Download paper | |
2021 | Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096. Full description at Econpapers || Download paper | |
2021 | Can risk explain the profitability of technical trading in currency markets?. (2021). Neely, Christopher ; Famiglietti, Matthew T ; Weller, Paul ; Ivanova, Yuliya . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302412. Full description at Econpapers || Download paper | |
2021 | Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000085. Full description at Econpapers || Download paper | |
2021 | How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619. Full description at Econpapers || Download paper | |
2022 | FX spot and swap market liquidity spillovers. (2022). Sushko, Vladyslav ; Krohn, Ingomar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001273. Full description at Econpapers || Download paper | |
2022 | Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model. (2022). Gloede, Oliver ; Frei, Lukas ; Fink, Fabian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100190x. Full description at Econpapers || Download paper | |
2022 | Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242. Full description at Econpapers || Download paper | |
2021 | The role of macroeconomic and policy uncertainty in density forecast dispersion. (2021). Tay, Anthony ; Li, You. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301907. Full description at Econpapers || Download paper | |
2021 | Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624. Full description at Econpapers || Download paper | |
2021 | Do survey expectations of stock returns reflect risk adjustments?. (2021). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:723-740. Full description at Econpapers || Download paper | |
2021 | Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management. (2021). Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300554. Full description at Econpapers || Download paper | |
2021 | Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. (2021). Gabauer, David. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000049. Full description at Econpapers || Download paper | |
2021 | Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074. Full description at Econpapers || Download paper | |
2021 | Evaluating the performance of U.S. international equity closed-end funds. (2021). Fletcher, Jonathan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000165. Full description at Econpapers || Download paper | |
2021 | Extreme linkages between foreign exchange and general financial markets. (2021). Korsakul, Nattawadee ; Chen, Wei-Peng ; Wu, Chih-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306740. Full description at Econpapers || Download paper | |
2020 | Reviewing monetary policy inertia and its effects: The fractional integration approach for an emerging economy. (2020). Monte, Edson Zambon ; Moreira, Ricardo Ramalhete. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:34-41. Full description at Econpapers || Download paper | |
2021 | The Bitcoin: to be or not to be a Real Currency?. (2021). Karoubi, Bruno ; Janson, Nathalie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:312-319. Full description at Econpapers || Download paper | |
2020 | Rounding bias in forecast uncertainty. (2020). Levenko, Natalia. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:4:p:277-291. Full description at Econpapers || Download paper | |
2020 | Are there any other safe haven assets? Evidence for “exotic” and alternative assets. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Simos, Theodore. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:614-628. Full description at Econpapers || Download paper | |
2021 | An investigation of semantic similarity in PBOC’s communication on RMB volatility. (2021). Pang, Xin ; Miao, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:441-455. Full description at Econpapers || Download paper | |
2022 | The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Goh, Kim-Leng ; Lim, Kian-Ping ; Liew, Ping-Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358. Full description at Econpapers || Download paper | |
2022 | Liquidity commonality in sovereign bond markets. (2022). Richter, Thomas Julian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:501-518. Full description at Econpapers || Download paper | |
2020 | Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2009 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
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1997 | New Techniques to Extract Market Expectations from Financial Instruments.(1997) In: Seminar Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | paper | |
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1991 | Devaluation Expectations: The Swedish Krona 1982-1991.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
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2007 | Predicting Stock Price Movements: Regressions versus Economists.(2007) In: University of St. Gallen Department of Economics working paper series 2007. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
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2016 | Testing Competing Factor Pricing Models In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
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