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18. Evolving Efficiency of Exchange Rate Movement: An Evidence from Indian Foreign Exchange Market. (2020). Khuntia, Sashikanta ; Pattanayak, J K.
    In: Global Business Review.
    RePEc:sae:globus:v:21:y:2020:i:4:p:956-969.

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19. Volatility and asymmetric dependence in Central and East European stock markets. (2020). Vo, Thi Thuy Anh ; Mollah, Sabur ; Joseph, Nathan Lael ; Mobarek, Asma.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00874-0.

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20. Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India. (2020). Patra, Subhamitra ; Bhuian, Ranjan Kumar ; Bhuyan, Biswabhusan.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09308-2.

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21. Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational. (2020). Ozabaci, Deniz ; Kozlova, Olesia ; Goldberg, Michael D.
    In: Econometrics.
    RePEc:gam:jecnmx:v:8:y:2020:i:4:p:43-:d:454906.

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22. Did the Foreign Exchange Market Cheer or Jeer in Response to Political Events? An Event Study of Malaysia – Some Stylised Facts. (2019). Hui, Hon Chung.
    In: MPRA Paper.
    RePEc:pra:mprapa:98149.

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23. Efficiency of the Black Foreign Exchange Market. (2019). Chani, Muhammad ; Hassan, Sameera ; Hanif, Mian Muhammd ; Chaudhry, Ali Farhan.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:11:y:2019:i:2:p:165-174.

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24. Currency Market Efficiency Revisited: Evidence from Korea. (2019). Kang, Min-Woo.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:3:p:52-:d:267714.

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25. From efficient markets to adaptive markets: Evidence from the French stock exchange. (2019). Boya, Christophe.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:49:y:2019:i:c:p:156-165.

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26. Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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27. Effectiveness of developed and emerging market FX options in active currency risk management. (2019). Fabozzi, Frank ; Vohra, Suprita.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:96:y:2019:i:c:p:130-146.

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28. Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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29. Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Jamali, Ibrahim ; Yamani, Ehab.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

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30. Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015. (2019). Wong, Alfred.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:29:y:2019:i:c:p:7-16.

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31. Foreign Exchange Market Efficiency in Nigeria (The Past and Current Exchange Rate Returns). (2018). Olamide, Akindele Olawale.
    In: Sumerianz Journal of Economics and Finance.
    RePEc:sum:sjefsm:2018:p:14-21.

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32. Fractal market hypothesis: evidence for nine Asian forex markets. (2017). S Kumar, Anoop ; Jayakumar, Chaithanya ; Kamaiah, Bandi.
    In: Indian Economic Review.
    RePEc:spr:inecre:v:52:y:2017:i:1:d:10.1007_s41775-017-0014-7.

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33. Malaysia REITs: First Decade Development and Returns Characteristics. (2016). Wong, Yuen Meng.
    In: International Real Estate Review.
    RePEc:ire:issued:v:19:n:03:2016:p:371-409.

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34. Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Demirtas, Ozgur K ; Simsek, Koray D.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102.

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35. Do carry trade returns show signs of long memory?. (2016). Hoffmann, Andreas ; Auer, Benjamin R.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:201-208.

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36. Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis. (2016). JOUINI, Jamel ; Boubaker, Sabri ; Lahiani, Amine.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:14-28.

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37. Gold, currencies and market efficiency. (2016). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav ; Kristoufek, Ladislav.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:449:y:2016:i:c:p:27-34.

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38. Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Quoreshi, Shahiduzzaman ; Mollah, Sabur ; Zafirov, Goran .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:41:y:2016:i:c:p:151-167.

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39. Gold, currencies and market efficiency. (2015). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav.
    In: Papers.
    RePEc:arx:papers:1510.08615.

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40. Effects of global financial crisis on network structure in a local stock market. (2014). Maeng, Seong Eun ; Lee, Jaewoo ; Ha, Gyeong Gyun ; Nobi, Ashadun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:407:y:2014:i:c:p:135-143.

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41. Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison. (2014). Fawson, Chris ; Chen, Mei-Ling ; Wang, Kai-Li ; Wu, An-Chi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:27:y:2014:i:c:p:115-137.

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42. Financial crises and the global value premium: Revisiting Fama and French. (2014). Swanson, Peggy E. ; Yamani, Ehab A..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:115-136.

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43. A cross-country analysis of herd behavior in Europe. (2014). Mollah, Sabur ; Keasey, Kevin ; Mobarek, Asma.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:107-127.

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44. Can time-varying risk premiums explain the excess returns in the interest rate parity condition?. (2014). Lee, Sanglim ; Aysun, Uluc.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:18:y:2014:i:c:p:78-100.

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45. Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:47229.

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46. Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-00958288.

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47. Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:6:p:1607-1626.

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