Currency
- Real Interest Rate Shocks and Portfolio StrategyEugene Podkaminer, Wylie Tollette and Laurence SiegelThe Journal of Investing September 2020, 29 (6) 23-41; DOI: https://doi.org/10.3905/joi.2020.1.148
- Method in the Madness: Bubbles, Trading, and IncentivesJamil Baz, Josh Davis, Cristian Fuenzalida and Jerry TsaiThe Journal of Portfolio Management August 2020, 46 (8) 27-33; DOI: https://doi.org/10.3905/jpm.2020.1.168
- Strategic Currency Hedging in Multi-Asset PortfoliosRafael Iborra and Ilyas ChabaneThe Journal of Investing July 2020, 29 (5) 31-57; DOI: https://doi.org/10.3905/joi.2020.1.141
- The Golden Variable?J. Benson DurhamThe Journal of Investing July 2020, 29 (5) 77-95; DOI: https://doi.org/10.3905/joi.2020.1.137
- Correlation and Regression Analysis of the Relation between Ethereum Price and Both Its Volume and Bitcoin PriceNurkhodzha Akbulaev, Ilkin Mammadov and Mehbube HemdullayevaThe Journal of Structured Finance July 2020, 26 (2) 46-56; DOI: https://doi.org/10.3905/jsf.2020.1.099
- Cryptocurrency RisksJ. Benson DurhamThe Journal of Investing May 2020, 29 (4) 43-66; DOI: https://doi.org/10.3905/joi.2020.1.128
- The Impact of Demonetization on the Short-Term and Long-Term Returns of India’s Leading Real Estate IndexSrinivas Nippani and Davinder MalhotraThe Journal of Wealth Management April 2020, 23 (1) 88-97; DOI: https://doi.org/10.3905/jwm.2020.1.104
- Revisiting the Comovement of Cross-Currency Basis and the Dollar: A Rolling Correlation ApproachKomla Agudze, Oyakhilome Ibhagui and Bolarinwa ThompsonThe Journal of Investing March 2020, 29 (3) 89-107; DOI: https://doi.org/10.3905/joi.2020.1.123
- The Big Short Redux and FinTechTodd FeldmanThe Journal of Index Investing February 2020, 10 (4) 37-48; DOI: https://doi.org/10.3905/jii.2020.1.079
- The Predictive Power of the Implied Volatility of Interest Rates: Evidence from USD, EUR, and JPY SwaptionTakahiro HattoriThe Journal of Fixed Income June 2017, 27 (1) 67-76; DOI: https://doi.org/10.3905/jfi.2017.27.1.067
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