Chiara Banti
Personal Details
First Name: | Chiara |
Middle Name: | |
Last Name: | Banti |
Suffix: | |
RePEc Short-ID: | pba1384 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | Bayes Business School; City University (from RePEc Genealogy) |
Affiliation
Essex Finance Center
Essex Business School
University of Essex
Colchester, United Kingdomhttps://www.essex.ac.uk/departments/essex-business-school/research/finance-group
RePEc:edi:fcessuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Manac, Radu-Dragomir & Banti, Chiara & Kellard, Neil, 2021. "How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market," Essex Finance Centre Working Papers 30946, University of Essex, Essex Business School.
- Banti, Chiara & Bose, Udichibarna, 2021. "The Rise of Regional Financial Cycle and Domestic Credit Markets in Asia," Essex Finance Centre Working Papers 31556, University of Essex, Essex Business School.
- Banti, Chiara & Kellard, Neil & Manac, Radu-Dragomir, 2018. "Credit Default Swap Spreads: Funding Liquidity Matters!," Essex Finance Centre Working Papers 23321, University of Essex, Essex Business School.
- Banti, C, 2015. "Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics," Essex Finance Centre Working Papers 15626, University of Essex, Essex Business School.
Articles
- Chiara Banti & Gary C. Biddle & Jonathan Jona, 2024. "Does a liability of foreignness in liquidity apply to US IPOs?," Accounting and Business Research, Taylor & Francis Journals, vol. 54(4), pages 423-456, June.
- Banti, Chiara & Bose, Udichibarna, 2024. "Shifts in global credit and corporate access to finance," Journal of Financial Stability, Elsevier, vol. 74(C).
- Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil, 2022. "Prime money market funds regulation, global liquidity, and the crude oil market," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Duong, Kiet Tuan & Banti, Chiara & Instefjord, Norvald, 2021. "Managerial conservatism and corporate policies," Journal of Corporate Finance, Elsevier, vol. 68(C).
- Banti, Chiara & Phylaktis, Kate, 2019. "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, vol. 43(C), pages 79-96.
- Chiara Banti, 2016. "Illiquidity In The Stock And Foreign Exchange Markets: An Investigation Of Their Cross-Market Dynamics," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(4), pages 411-436, December.
- Banti, Chiara & Phylaktis, Kate, 2015. "FX market liquidity, funding constraints and capital flows," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 114-134.
- Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012. "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 267-291.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
-
Sorry, no citations of working papers recorded.
Articles
- Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil, 2022.
"Prime money market funds regulation, global liquidity, and the crude oil market,"
Journal of International Money and Finance, Elsevier, vol. 127(C).
Cited by:
- Benk, Szilárd & Gillman, Max, 2023.
"Identifying money and inflation expectation shocks on real oil prices,"
Bank of Finland Research Discussion Papers
10/2023, Bank of Finland.
- Benk, Szilard & Gillman, Max, 2023. "Identifying money and inflation expectation shocks to real oil prices," Energy Economics, Elsevier, vol. 126(C).
- Wang, Yuejing & Ye, Wuyi & Jiang, Ying & Liu, Xiaoquan, 2024. "Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Benk, Szilárd & Gillman, Max, 2023.
"Identifying money and inflation expectation shocks on real oil prices,"
Bank of Finland Research Discussion Papers
10/2023, Bank of Finland.
- Duong, Kiet Tuan & Banti, Chiara & Instefjord, Norvald, 2021.
"Managerial conservatism and corporate policies,"
Journal of Corporate Finance, Elsevier, vol. 68(C).
Cited by:
- Zheng, Xinyuan & Shen, Jianfei, 2024. "Corporate environmental information disclosure, managerial ownership and the cost of debt," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 645-659.
- Vu Quang Trinh & Neelu Seetaram & Kiet Tuan Duong & Xuan Vinh Vo, 2023. "Collusive behaviour, risk and performance of tourism firms," Tourism Economics, , vol. 29(8), pages 2103-2128, December.
- Kiet Tuan Duong & Luu Duc Toan Huynh, 2024. "Extreme weather and corporate fixed asset policies: leasing as alternative finance," Working Papers 116, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Han, Feng & Qin, Qi & Peabody, S. Drew, 2022. "Does incentive conflict between CEOs and CFOs benefit firms? Implications for corporate decision-making," Research in International Business and Finance, Elsevier, vol. 63(C).
- Jebran, Khalil & Chen, Shihua, 2022. "Corporate policies and outcomes during the COVID-19 crisis: Does managerial ability matter?," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
- Khoo, Shee-Yee & Perotti, Pietro & Verousis, Thanos & Watermeyer, Richard, 2024. "Vice-chancellor narcissism and university performance," Research Policy, Elsevier, vol. 53(1).
- Banti, Chiara & Phylaktis, Kate, 2019.
"Global liquidity, house prices and policy responses,"
Journal of Financial Stability, Elsevier, vol. 43(C), pages 79-96.
Cited by:
- Clark, Brian & Hasan, Iftekhar & Lai, Helen & Li, Feng & Siddique, Akhtar, 2021. "Consumer defaults and social capital⋆," Journal of Financial Stability, Elsevier, vol. 53(C).
- Ales Melecky & Daniel Paksi, 2024. "Drivers of European housing prices in the new millennium: demand, financial, and supply determinants," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(3), pages 731-753, August.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2019.
"Global Banking, Financial Spillovers, and Macroprudential Policy Coordination,"
BIS Working Papers
764, Bank for International Settlements.
- Pierre‐Richard Agénor & Timothy P. Jackson & Luiz A. Pereira da Silva, 2023. "Global banking, financial spillovers and macroprudential policy coordination," Economica, London School of Economics and Political Science, vol. 90(359), pages 1003-1040, July.
- Kellard, Neil M. & Kontonikas, Alexandros & Lamla, Michael J. & Maiani, Stefano & Wood, Geoffrey, 2022.
"Risk, financial stability and FDI,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Kellard, Neil M & Kontonikas, Alexandros & Lamla, Michael J & Maiani, Stefano & Wood, Geoffrey, 2018. "Risk, Financial Stability and FDI," Essex Finance Centre Working Papers 23409, University of Essex, Essex Business School.
- Zhong, Changbiao & Xie, Lijuan & Shi, Yu & Xu, Xiangyun, 2023. "Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 51-62.
- Yang Zhou, 2022. "The Effects of Capital Controls on Housing Prices," Discussion Paper Series DP2022-29, Research Institute for Economics & Business Administration, Kobe University.
- Aftab, Muhammad & Phylaktis, Kate, 2022. "Economic integration and exchange market pressure in a policy uncertain world," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Dimitris Anastasiou & Panayotis Kapopoulos & Kalliopi-Maria Zekente, 2023. "Sentimental Shocks and House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 67(4), pages 627-655, November.
- Néstor Romero & Sungjun Cho & Stuart Hyde, 2023. "Financial development and the effect of cross‐border bank flows on house prices," The Financial Review, Eastern Finance Association, vol. 58(1), pages 39-63, February.
- Chiara Banti, 2016.
"Illiquidity In The Stock And Foreign Exchange Markets: An Investigation Of Their Cross-Market Dynamics,"
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(4), pages 411-436, December.
Cited by:
- Lee, Jieun & Ryu, Doojin, 2019. "How does FX liquidity affect the relationship between foreign ownership and stock liquidity?," Emerging Markets Review, Elsevier, vol. 39(C), pages 101-119.
- Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017. "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 172-192.
- Chih‐Chung Chien & Shikuan Chen & Ming‐Jen Chang, 2023. "A span of continuous trades and liquidity dynamics in foreign exchange markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 144-168, January.
- Pan, Beier, 2023. "The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants," Economic Modelling, Elsevier, vol. 124(C).
- Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2022. "The dynamics and determinants of liquidity connectedness across financial asset markets," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 341-358.
- Banti, Chiara & Phylaktis, Kate, 2015.
"FX market liquidity, funding constraints and capital flows,"
Journal of International Money and Finance, Elsevier, vol. 56(C), pages 114-134.
Cited by:
- Geyikçi, Utku Bora & Özyıldırım, Süheyla, 2023. "Deviations from covered interest parity in the emerging markets after the global financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Sheng Huang & Jonathan Williams & Ru Xie, 2017. "The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China," Working Papers 17004, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Banti, C, 2015. "Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics," Essex Finance Centre Working Papers 15626, University of Essex, Essex Business School.
- Orlov, Vitaly, 2016. "Currency momentum, carry trade, and market illiquidity," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 1-11.
- Huang, Sherena S., 2024. "Liquidity dynamics between virtual and equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Ingomar Krohn & Vladyslav Sushko, 2020.
"FX spot and swap market liquidity spillovers,"
BIS Working Papers
836, Bank for International Settlements.
- Krohn, Ingomar & Sushko, Vladyslav, 2022. "FX spot and swap market liquidity spillovers," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Chiu, Junmao & Lien, Donald & Tsai, Wei-Che, 2023. "Global financial crisis, funding constraints, and liquidity of VIX futures," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
- Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021.
"Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Serdengecti, Suleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2020. "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," MPRA Paper 105162, University Library of Munich, Germany, revised Jan 2021.
- Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen, 2020. "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," Working Papers 2020-006, Department of Research, Ipag Business School.
- Lee, Jieun & Ryu, Doojin, 2019. "How does FX liquidity affect the relationship between foreign ownership and stock liquidity?," Emerging Markets Review, Elsevier, vol. 39(C), pages 101-119.
- Chiu, Junmao & Chung, Huimin, 2019. "Legal institutions and fragile financial markets," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 277-298.
- Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2022. "Liquidity spillover in foreign exchange markets," Finance Research Letters, Elsevier, vol. 44(C).
- Yamani, Ehab, 2019. "Diversification role of currency momentum for carry trade: Evidence from financial crises," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 1-19.
- Chiara Banti, 2016. "Illiquidity In The Stock And Foreign Exchange Markets: An Investigation Of Their Cross-Market Dynamics," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(4), pages 411-436, December.
- Sensoy, Ahmet & Serdengeçti, Süleyman, 2020. "Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, vol. 68(C).
- David Castañeda-Arévalo & Fredy Gamboa-Estrada, 2021. "Los determinantes de la liquidez en Colombia: un análisis del mercado de divisas de contado," Borradores de Economia 1185, Banco de la Republica de Colombia.
- Yamani, Ehab, 2021. "Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 74-89.
- Aftab, Muhammad & Phylaktis, Kate, 2022. "Economic integration and exchange market pressure in a policy uncertain world," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Banti, Chiara & Phylaktis, Kate, 2019. "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, vol. 43(C), pages 79-96.
- Thapa, Chandra & Neupane, Suman & Marshall, Andrew, 2016. "Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations," Journal of Multinational Financial Management, Elsevier, vol. 34(C), pages 46-64.
- Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012.
"Global liquidity risk in the foreign exchange market,"
Journal of International Money and Finance, Elsevier, vol. 31(2), pages 267-291.
Cited by:
- Jose Luiz Rossi Jr & Wilson Felíci, 2014.
"Common Factors And The Exchange Rate: Results From The Brazilian Case,"
Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting]
125, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Rossi Junior, Jose Luiz & Felicio, Wilson Rafael de Oliveira, 2014. "Common Factors and the Exchange Rate: Results From the Brazilian Case," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
- Felício, Wilson Rafael de Oliveira & Rossi, José Luiz Júnior, 2013. "Common factors and the exchange rate: results from the Brazilian case," Insper Working Papers wpe_318, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Engel, Charles & Wu, Steve Pak Yeung, 2023.
"Liquidity and Exchange Rates: An Empirical Investigation,"
University of California at San Diego, Economics Working Paper Series
qt4z80w6cd, Department of Economics, UC San Diego.
- Charles Engel & Steve Pak Yeung Wu, 2018. "Liquidity and Exchange Rates: An Empirical Investigation," NBER Working Papers 25397, National Bureau of Economic Research, Inc.
- Engel, Charles & Wu, Steve Pak Yeung, 2018. "Liquidity and Exchange Rates - An Empirical Investigation," CEPR Discussion Papers 13401, C.E.P.R. Discussion Papers.
- Charles Engel & Steve Pak Yeung Wu, 2023. "Liquidity and Exchange Rates: An Empirical Investigation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2395-2438.
- Banti, C, 2015. "Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics," Essex Finance Centre Working Papers 15626, University of Essex, Essex Business School.
- Liu, Xi & Zhang, Xueyong, 2024. "Geopolitical risk and currency returns," Journal of Banking & Finance, Elsevier, vol. 161(C).
- Rossi, José Luiz Júnior, 2013. "Liquidity and Exchange Rates," Insper Working Papers wpe_325, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Ingomar Krohn & Vladyslav Sushko, 2020.
"FX spot and swap market liquidity spillovers,"
BIS Working Papers
836, Bank for International Settlements.
- Krohn, Ingomar & Sushko, Vladyslav, 2022. "FX spot and swap market liquidity spillovers," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Lee, Jieun & Ryu, Doojin, 2019. "How does FX liquidity affect the relationship between foreign ownership and stock liquidity?," Emerging Markets Review, Elsevier, vol. 39(C), pages 101-119.
- Evans, Martin, 2020. "Exchange Rates and Liquidity Risk," MPRA Paper 102702, University Library of Munich, Germany.
- Chiu, Junmao & Chung, Huimin, 2019. "Legal institutions and fragile financial markets," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 277-298.
- Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017. "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 172-192.
- Fatum, Rasmus & Yamamoto, Yohei, 2016.
"Intra-safe haven currency behavior during the global financial crisis,"
Journal of International Money and Finance, Elsevier, vol. 66(C), pages 49-64.
- Rasmus Fatum & Yohei Yamamoto, 2014. "Intra-safe haven currency behavior during the global financial crisis," Globalization Institute Working Papers 199, Federal Reserve Bank of Dallas.
- Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2022. "Liquidity spillover in foreign exchange markets," Finance Research Letters, Elsevier, vol. 44(C).
- King, Michael R. & Osler, Carol L. & Rime, Dagfinn, 2013.
"The market microstructure approach to foreign exchange: Looking back and looking forward,"
Journal of International Money and Finance, Elsevier, vol. 38(C), pages 95-119.
- Michael King & Carol Osler & Dagfinn Rime, 2012. "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers 54, Brandeis University, Department of Economics and International Business School.
- Michael R. King & Carol Osler & Dagfinn Rime, 2013. "The market microstructure approach to foreign exchange - Looking back and looking forward," Working Paper 2013/12, Norges Bank.
- Schneider, Michael & Lillo, Fabrizio & Pelizzon, Loriana, 2016. "How has sovereign bond market liquidity changed? An illiquidity spillover analysis," SAFE Working Paper Series 151, Leibniz Institute for Financial Research SAFE.
- Lee, Taehyun & Moutzouris, Ioannis C & Papapostolou, Nikos C & Fatouh, Mahmoud, 2023. "Foreign exchange hedging using regime-switching models: the case of pound sterling," Bank of England working papers 1042, Bank of England.
- Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015.
"Understanding FX Liquidity,"
The Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3073-3108.
- Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul, 2013. "Understanding FX Liquidity," Working Papers on Finance 1315, University of St. Gallen, School of Finance, revised Apr 2015.
- Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2018.
"New bid-ask spread estimators from daily high and low prices,"
International Review of Financial Analysis, Elsevier, vol. 60(C), pages 69-86.
- Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017. "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper 79102, University Library of Munich, Germany.
- Yamani, Ehab, 2019. "Diversification role of currency momentum for carry trade: Evidence from financial crises," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 1-19.
- Michael Melvin & Wenqiang Pan & Petra Wikstrom, 2020.
"Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns,"
CESifo Working Paper Series
8143, CESifo.
- Melvin, Michael & Pan, Wenqiang & Wikstrom, Petra, 2020. "Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns," Journal of Financial Markets, Elsevier, vol. 51(C).
- Chiara Banti, 2016. "Illiquidity In The Stock And Foreign Exchange Markets: An Investigation Of Their Cross-Market Dynamics," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(4), pages 411-436, December.
- Thi Hong Hanh Pham, 2018. "Liquidity and exchange rate volatility," Working Papers halshs-01708633, HAL.
- M. Frömmel & X. Han & F. Van Gysegem, 2013. "News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/848, Ghent University, Faculty of Economics and Business Administration.
- Sensoy, Ahmet & Uzun, Sevcan & Lucey, Brian M., 2021. "Commonality in FX liquidity: High-frequency evidence," Finance Research Letters, Elsevier, vol. 39(C).
- Chih‐Chung Chien & Shikuan Chen & Ming‐Jen Chang, 2023. "A span of continuous trades and liquidity dynamics in foreign exchange markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 144-168, January.
- Jiang, Xue & Han, Liyan & Yin, Libo, 2019. "Currency strategies based on momentum, carry trade and skewness," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 121-131.
- Kitamura, Yoshihiro, 2016. "The probability of informed trading measured with price impact, price reversal, and volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 77-90.
- Luo, Ji & Tee, Kai-Hong & Li, Baibing, 2017. "Timing liquidity in the foreign exchange market: Did hedge funds do it?," Journal of Multinational Financial Management, Elsevier, vol. 40(C), pages 47-62.
- Banti, Chiara & Phylaktis, Kate, 2015. "FX market liquidity, funding constraints and capital flows," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 114-134.
- Lilian de Menezes & Marianna Russo & Giovanni Urga, 2016. "Identifying Drivers of Liquidity in the NBP Month-ahead Market," EcoMod2016 9570, EcoMod.
- José Luiz Rossi Júnior & Pedro Fontoura & Marina Rossi, 2023. "Are Global Factors Useful for Forecasting the Exchange Rate?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-14.
- Jiang, Xue & Han, Liyan & Yin, Libo, 2019. "Can skewness predict currency excess returns?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 628-641.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Abankwa, Samuel & Blenman, Lloyd P., 2021. "Measuring liquidity risk effects on carry trades across currencies and regimes," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
- Antonios K. Alexandridis & Mohammad S. Hasan, 2020. "Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 518-546, October.
- Rossi, José Luiz Júnior, 2014. "The Usefulness of Financial Variables in Predicting Exchange Rate Movements," Insper Working Papers wpe_332, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Jose Luiz Rossi Jr & Wilson Felíci, 2014.
"Common Factors And The Exchange Rate: Results From The Brazilian Case,"
Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting]
125, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (3) 2018-10-29 2021-09-06 2021-11-29
- NEP-MST: Market Microstructure (2) 2015-12-20 2021-09-06
- NEP-CFN: Corporate Finance (1) 2021-09-06
- NEP-CWA: Central and Western Asia (1) 2021-11-29
- NEP-FDG: Financial Development and Growth (1) 2021-11-29
- NEP-IFN: International Finance (1) 2021-11-29
- NEP-ISF: Islamic Finance (1) 2021-09-06
- NEP-MAC: Macroeconomics (1) 2021-11-29
- NEP-MON: Monetary Economics (1) 2021-11-29
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Chiara Banti should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.