Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Are exporting firms always a good hedge against currency risk? Evidence from Central and Eastern European Countries |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
88 |
Bank Lending and Asset Prices in the Euro Area |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
287 |
Bank Lending and Asset Prices in the Euro Area |
0 |
0 |
0 |
122 |
0 |
0 |
1 |
370 |
Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component |
0 |
0 |
1 |
73 |
0 |
0 |
2 |
325 |
Crystallization – the Hidden Dimension of Hedge Funds' Fee Structure |
0 |
0 |
1 |
114 |
0 |
2 |
17 |
1,150 |
Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
81 |
Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach |
0 |
0 |
0 |
368 |
0 |
0 |
1 |
1,213 |
FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 |
0 |
0 |
1 |
34 |
0 |
1 |
2 |
198 |
FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 |
0 |
0 |
1 |
62 |
0 |
8 |
35 |
482 |
Interest rate convergence in the EMS prior to European Monetary Union |
0 |
0 |
1 |
39 |
0 |
0 |
1 |
183 |
Interest rate convergence in the EMS prior to European Monetary Union |
0 |
0 |
0 |
79 |
0 |
0 |
2 |
235 |
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market |
0 |
0 |
0 |
67 |
0 |
1 |
3 |
268 |
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
169 |
Markov Switching Regimes In A Monetary Exchange Rate Model |
0 |
0 |
0 |
202 |
0 |
0 |
1 |
514 |
Monetary Policy Rules in Central and Eastern Europe |
0 |
0 |
0 |
298 |
0 |
0 |
2 |
715 |
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? |
0 |
0 |
1 |
156 |
1 |
1 |
2 |
291 |
News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market |
0 |
0 |
1 |
42 |
0 |
0 |
1 |
92 |
Non-Standard Errors |
1 |
1 |
4 |
27 |
5 |
13 |
78 |
139 |
Non-Standard Errors |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
32 |
Non-Standard Errors |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
61 |
Non-Standard Errors |
0 |
0 |
1 |
42 |
3 |
11 |
54 |
426 |
Non-Standard Errors |
0 |
1 |
1 |
19 |
0 |
1 |
4 |
24 |
Nonstandard Errors |
2 |
2 |
2 |
2 |
6 |
14 |
14 |
14 |
Nonstandard errors |
0 |
1 |
11 |
11 |
4 |
10 |
39 |
39 |
Order Flows, News, and Exchange Rate Volatility |
0 |
0 |
0 |
274 |
0 |
0 |
1 |
642 |
Spread Components in the Hungarian Forint-Euro Market |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
93 |
Spread Components in the Hungarian Forint-Euro Market |
0 |
0 |
0 |
23 |
1 |
1 |
1 |
169 |
Testing for a rational bubble under long memory |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
222 |
Volatility Regimes in Central and Eastern European Countries' Exchange Rates |
0 |
0 |
0 |
116 |
0 |
0 |
1 |
369 |
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
269 |
What do we know about real exchange rate non-linearities? |
0 |
0 |
0 |
107 |
0 |
0 |
1 |
184 |
What do we know about real exchange rate nonlinearities? |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
132 |
Total Working Papers |
3 |
5 |
27 |
2,812 |
21 |
64 |
268 |
9,476 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium |
0 |
0 |
3 |
12 |
0 |
1 |
11 |
37 |
An Alternative Version of Purchasing Power Parity |
0 |
0 |
4 |
10 |
0 |
2 |
13 |
53 |
Are simple technical trading rules profitable in bitcoin markets? |
0 |
0 |
2 |
2 |
0 |
1 |
6 |
6 |
Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets |
0 |
2 |
10 |
29 |
0 |
2 |
19 |
59 |
COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
19 |
Correction: Vukovic et al. COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. Sustainability 2021, 13, 8578 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
7 |
Corruption, business environment, and firm growth in Vietnam |
1 |
1 |
3 |
5 |
2 |
3 |
11 |
21 |
Crystallization: A Hidden Dimension of CTA Fees |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
12 |
Do bitcoin shocks truly Cointegrate with financial and commodity markets? |
0 |
1 |
4 |
4 |
0 |
1 |
6 |
6 |
Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach |
0 |
0 |
0 |
90 |
0 |
0 |
0 |
353 |
Does frequency matter for intraday technical trading? |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
56 |
Donald Trump's tweets, political value judgment, and the Renminbi exchange rate |
1 |
2 |
4 |
4 |
1 |
3 |
8 |
8 |
Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
48 |
Editorial to the Special Issue on Emerging Market Finance and Institutional Investors |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
44 |
Exchange rate exposure for exporting and domestic firms in central and Eastern Europe |
0 |
0 |
1 |
8 |
0 |
1 |
6 |
29 |
Exchange rate regimes in Central and East European countries: Deeds vs. words |
0 |
0 |
1 |
68 |
1 |
3 |
7 |
205 |
Further Evidence on Foreign Exchange Jumps and News Announcements |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
21 |
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
9 |
Increasing exchange rate volatility during the recent float |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
50 |
Inflation and portfolio selection |
0 |
0 |
1 |
12 |
1 |
3 |
7 |
25 |
Interest rate convergence in the EMS prior to European Monetary Union |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
73 |
Intraday momentum in FX markets: Disentangling informed trading from liquidity provision |
0 |
0 |
4 |
43 |
2 |
4 |
18 |
147 |
Low liquidity beta anomaly in China |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
82 |
Manipulation in the bond market and the role of investment funds: Evidence from an emerging market |
0 |
0 |
0 |
6 |
1 |
2 |
10 |
55 |
Markov switching regimes in a monetary exchange rate model |
1 |
1 |
1 |
193 |
1 |
1 |
6 |
443 |
Modeling the daily electricity price volatility with realized measures |
0 |
1 |
2 |
24 |
0 |
1 |
4 |
110 |
Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? |
1 |
1 |
3 |
42 |
1 |
2 |
13 |
176 |
Nonstandard Errors |
3 |
8 |
29 |
29 |
7 |
26 |
98 |
98 |
Order flows, news, and exchange rate volatility |
0 |
0 |
0 |
70 |
1 |
1 |
1 |
220 |
Political connection heterogeneity and firm value in Vietnam |
0 |
0 |
2 |
3 |
1 |
1 |
5 |
13 |
Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics |
0 |
0 |
0 |
214 |
0 |
0 |
0 |
467 |
Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
4 |
Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
81 |
SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
28 |
Socially responsible investments: doing good while doing well in developed versus emerging markets? |
0 |
0 |
2 |
2 |
0 |
0 |
5 |
5 |
Spillovers between cryptocurrencies and financial markets in a global framework |
1 |
1 |
1 |
1 |
3 |
4 |
4 |
4 |
Spread Components in the Hungarian Forint-Euro Market |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
79 |
Sustainable Economy in Light of COVID-19 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Testing Long memory in exchange rates and its implications for the adaptive market hypothesis |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
16 |
Testing for a rational bubble under long memory |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
73 |
The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market |
0 |
0 |
1 |
5 |
0 |
1 |
3 |
20 |
The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis |
0 |
0 |
0 |
17 |
1 |
1 |
3 |
121 |
The crisis alpha of managed futures: Myth or reality? |
0 |
0 |
7 |
32 |
2 |
4 |
15 |
69 |
The effects of Covid-19 related response policies on the performances of technology-driven financial services companies |
0 |
0 |
2 |
2 |
1 |
1 |
5 |
8 |
The role of gender for the risk-shifting behavior of hedge fund and CTA managers |
0 |
0 |
2 |
6 |
0 |
0 |
4 |
12 |
Volatility Regimes in Central and Eastern European Countries’ Exchange Rates |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
198 |
What do we know about real exchange rate nonlinearities? |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
77 |
Total Journal Articles |
9 |
19 |
93 |
1,125 |
29 |
78 |
310 |
3,760 |