| 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 |
2 |
33 |
0 |
0 |
23 |
111 |
| Bank Lending and Asset Prices in the Euro Area |
0 |
0 |
0 |
84 |
0 |
0 |
21 |
311 |
| Bank Lending and Asset Prices in the Euro Area |
0 |
0 |
0 |
122 |
1 |
2 |
25 |
397 |
| Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component |
0 |
0 |
2 |
76 |
2 |
3 |
42 |
368 |
| Crystallization the Hidden Dimension of Hedge Funds' Fee Structure |
0 |
0 |
2 |
116 |
3 |
11 |
107 |
1,260 |
| Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation |
0 |
0 |
1 |
72 |
0 |
0 |
10 |
91 |
| Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach |
0 |
0 |
0 |
368 |
1 |
1 |
17 |
1,230 |
| FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11 |
0 |
0 |
0 |
34 |
0 |
1 |
9 |
209 |
| FDI, terrorism and the availability heuristic for U.S. investors before and after 9/11 |
0 |
0 |
0 |
63 |
3 |
4 |
56 |
548 |
| Interest rate convergence in the EMS prior to European Monetary Union |
0 |
0 |
0 |
39 |
0 |
0 |
14 |
199 |
| Interest rate convergence in the EMS prior to European Monetary Union |
0 |
0 |
0 |
79 |
1 |
1 |
18 |
255 |
| Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market |
0 |
0 |
0 |
32 |
1 |
2 |
7 |
176 |
| Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market |
0 |
0 |
0 |
67 |
1 |
3 |
19 |
289 |
| Markov Switching Regimes In A Monetary Exchange Rate Model |
0 |
0 |
0 |
204 |
1 |
1 |
15 |
533 |
| Monetary Policy Rules in Central and Eastern Europe |
0 |
0 |
0 |
298 |
0 |
0 |
24 |
741 |
| Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter? |
0 |
0 |
0 |
156 |
0 |
1 |
20 |
312 |
| News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market |
0 |
0 |
1 |
43 |
0 |
0 |
11 |
106 |
| Non-Standard Errors |
0 |
0 |
0 |
8 |
0 |
2 |
18 |
52 |
| Non-Standard Errors |
0 |
0 |
0 |
19 |
2 |
4 |
37 |
63 |
| Non-Standard Errors |
0 |
0 |
0 |
26 |
0 |
1 |
24 |
88 |
| Non-Standard Errors |
1 |
1 |
1 |
45 |
1 |
4 |
41 |
485 |
| Non-Standard Errors |
1 |
1 |
1 |
28 |
2 |
5 |
21 |
173 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
0 |
4 |
22 |
24 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
1 |
1 |
30 |
36 |
| Nonstandard Errors |
0 |
0 |
1 |
4 |
1 |
4 |
28 |
48 |
| Nonstandard errors |
1 |
1 |
2 |
13 |
2 |
5 |
32 |
84 |
| Order Flows, News, and Exchange Rate Volatility |
0 |
0 |
0 |
274 |
0 |
0 |
8 |
650 |
| Spread Components in the Hungarian Forint-Euro Market |
0 |
0 |
0 |
23 |
1 |
1 |
15 |
186 |
| Spread Components in the Hungarian Forint-Euro Market |
0 |
0 |
0 |
10 |
1 |
1 |
13 |
106 |
| Testing for a rational bubble under long memory |
0 |
0 |
1 |
100 |
1 |
1 |
19 |
244 |
| Volatility Regimes in Central and Eastern European Countries Exchange Rates |
0 |
0 |
0 |
99 |
0 |
2 |
20 |
292 |
| Volatility Regimes in Central and Eastern European Countries' Exchange Rates |
0 |
0 |
0 |
116 |
1 |
1 |
24 |
393 |
| What do we know about real exchange rate non-linearities? |
0 |
0 |
0 |
107 |
1 |
1 |
15 |
199 |
| What do we know about real exchange rate nonlinearities? |
0 |
0 |
0 |
75 |
0 |
2 |
19 |
151 |
| Total Working Papers |
3 |
3 |
14 |
2,833 |
28 |
69 |
824 |
10,410 |
| 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 |
1 |
15 |
0 |
0 |
19 |
62 |
| An Alternative Version of Purchasing Power Parity |
0 |
0 |
0 |
10 |
0 |
2 |
20 |
74 |
| Are simple technical trading rules profitable in bitcoin markets? |
1 |
1 |
9 |
18 |
30 |
68 |
126 |
148 |
| Boards of directors and corporate sustainability performance: evidence from the emerging East Asian markets |
0 |
2 |
2 |
34 |
0 |
4 |
24 |
90 |
| COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave |
0 |
0 |
0 |
4 |
0 |
1 |
9 |
29 |
| Correction: Vukovic et al. COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. Sustainability 2021, 13, 8578 |
0 |
0 |
0 |
1 |
0 |
0 |
13 |
20 |
| Corruption, business environment, and firm growth in Vietnam |
0 |
0 |
2 |
7 |
1 |
3 |
25 |
50 |
| Crystallization: A Hidden Dimension of CTA Fees |
0 |
0 |
0 |
0 |
2 |
3 |
23 |
24 |
| Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function |
0 |
0 |
0 |
1 |
0 |
0 |
11 |
25 |
| Do bitcoin shocks truly Cointegrate with financial and commodity markets? |
0 |
0 |
2 |
7 |
2 |
4 |
28 |
44 |
| Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach |
0 |
0 |
0 |
90 |
0 |
0 |
15 |
368 |
| Does frequency matter for intraday technical trading? |
0 |
0 |
0 |
9 |
4 |
8 |
21 |
79 |
| Donald Trump's tweets, political value judgment, and the Renminbi exchange rate |
0 |
0 |
0 |
6 |
1 |
4 |
26 |
45 |
| Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors |
0 |
0 |
0 |
14 |
0 |
1 |
12 |
61 |
| Editorial to the Special Issue on Emerging Market Finance and Institutional Investors |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
48 |
| Exchange rate exposure for exporting and domestic firms in central and Eastern Europe |
1 |
2 |
3 |
11 |
2 |
5 |
21 |
52 |
| Exchange rate regimes in Central and East European countries: Deeds vs. words |
0 |
0 |
0 |
69 |
0 |
1 |
15 |
222 |
| Further Evidence on Foreign Exchange Jumps and News Announcements |
0 |
0 |
1 |
6 |
0 |
0 |
12 |
34 |
| Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange |
1 |
1 |
2 |
3 |
3 |
4 |
34 |
53 |
| Increasing exchange rate volatility during the recent float |
0 |
0 |
0 |
8 |
1 |
2 |
9 |
60 |
| Inflation and portfolio selection |
0 |
0 |
2 |
19 |
1 |
2 |
18 |
53 |
| Interest rate convergence in the EMS prior to European Monetary Union |
0 |
0 |
1 |
8 |
0 |
1 |
20 |
96 |
| Intraday momentum in FX markets: Disentangling informed trading from liquidity provision |
1 |
3 |
6 |
49 |
17 |
23 |
52 |
206 |
| Low liquidity beta anomaly in China |
0 |
0 |
1 |
1 |
0 |
0 |
13 |
23 |
| Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
91 |
| Manipulation in the bond market and the role of investment funds: Evidence from an emerging market |
0 |
0 |
0 |
7 |
0 |
0 |
23 |
84 |
| Markov switching regimes in a monetary exchange rate model |
0 |
0 |
1 |
195 |
0 |
1 |
19 |
470 |
| Modeling the daily electricity price volatility with realized measures |
0 |
0 |
3 |
31 |
0 |
1 |
21 |
140 |
| Monetary policy rules in Central and Eastern European Countries: Does the exchange rate matter? |
0 |
0 |
1 |
44 |
0 |
1 |
11 |
189 |
| Nonstandard Errors |
0 |
2 |
8 |
46 |
6 |
15 |
57 |
191 |
| Order flows, news, and exchange rate volatility |
0 |
0 |
0 |
70 |
1 |
1 |
9 |
230 |
| Permanent and Transitory Volatility Spillovers Between Conventional and Islamic Stock Indices During the SARS‐CoV‐2 Pandemic |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Political connection heterogeneity and firm value in Vietnam |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
18 |
| Private Sector Credit in CESEE: Long-Run Relationships and Short-Run Dynamics |
0 |
0 |
0 |
214 |
0 |
2 |
23 |
493 |
| Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption |
0 |
0 |
0 |
0 |
0 |
1 |
29 |
33 |
| Risk Reduction in the EMS? Evidence from Trends in Exchange Rate Properties |
0 |
0 |
0 |
31 |
0 |
1 |
12 |
93 |
| Risk factors in cryptocurrency pricing |
1 |
8 |
35 |
35 |
5 |
27 |
114 |
114 |
| SOCIAL CAPITAL, CREDIT CHOICES AND GROWTH IN VIETNAMESE HOUSEHOLD BUSINESSES |
0 |
1 |
1 |
6 |
0 |
1 |
9 |
39 |
| Socially responsible investments: doing good while doing well in developed versus emerging markets? |
0 |
1 |
3 |
6 |
0 |
3 |
23 |
35 |
| Spillovers between cryptocurrencies and financial markets in a global framework |
0 |
3 |
31 |
44 |
8 |
17 |
151 |
186 |
| Spread Components in the Hungarian Forint-Euro Market |
0 |
0 |
0 |
8 |
0 |
1 |
10 |
90 |
| Sustainable Economy in Light of COVID-19 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
18 |
| Testing Long memory in exchange rates and its implications for the adaptive market hypothesis |
0 |
1 |
2 |
7 |
0 |
1 |
11 |
28 |
| Testing for a rational bubble under long memory |
0 |
0 |
1 |
20 |
1 |
1 |
17 |
91 |
| The 2024 US presidential election, trump's victory, and equity market responses: Event-study evidence |
0 |
1 |
4 |
4 |
0 |
6 |
26 |
26 |
| The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market |
0 |
0 |
0 |
5 |
1 |
2 |
16 |
36 |
| The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
20 |
| The Role of the Real Exchange Rate in Credit Growth in Central and Eastern European Countries: A Bank-Level Analysis |
0 |
0 |
0 |
17 |
0 |
0 |
17 |
139 |
| The crisis alpha of managed futures: Myth or reality? |
0 |
3 |
13 |
51 |
7 |
30 |
83 |
167 |
| The effects of Covid-19 related response policies on the performances of technology-driven financial services companies |
0 |
0 |
0 |
3 |
0 |
1 |
13 |
23 |
| The role of gender for the risk-shifting behavior of hedge fund and CTA managers |
1 |
1 |
1 |
7 |
1 |
2 |
16 |
28 |
| Volatility Regimes in Central and Eastern European Countries’ Exchange Rates |
0 |
0 |
0 |
50 |
0 |
0 |
18 |
218 |
| Volatility Spillovers and Market Decoupling: Evidence from BRICS and China’s Green Sector |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
9 |
| What do we know about real exchange rate nonlinearities? |
0 |
0 |
0 |
18 |
2 |
2 |
14 |
91 |
| Total Journal Articles |
6 |
30 |
137 |
1,321 |
96 |
254 |
1,364 |
5,356 |