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subject:"Exchange rate"
~isPartOf:"Journal of international money and finance"
~subject:"Risk premium"
~subject:"Volatilität"
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Exchange rate
Risk premium
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Estimation
451
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450
Welt
367
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367
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320
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Caporale, Guglielmo Maria
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2
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2
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Journal of international money and finance
NBER working paper series
313
Working paper / National Bureau of Economic Research, Inc.
281
NBER Working Paper
269
Applied economics
248
Finance research letters
244
International review of economics & finance : IREF
233
Economic modelling
215
Energy economics
214
International review of financial analysis
203
Journal of banking & finance
192
The North American journal of economics and finance : a journal of financial economics studies
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Journal of international financial markets, institutions & money
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Discussion paper / Centre for Economic Policy Research
168
Applied financial economics
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Applied economics letters
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CESifo working papers
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Journal of empirical finance
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International journal of finance & economics : IJFE
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113
Economics letters
106
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Journal of risk and financial management : JRFM
94
Discussion papers / CEPR
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
92
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90
The journal of futures markets
89
The European journal of finance
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working paper series / European Central Bank
82
International journal of economics and financial issues : IJEFI
78
Journal of international economics
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Pacific-Basin finance journal
72
International journal of economics and finance
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ECONIS (ZBW)
294
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1
The behavior of currencies during risk-off episodes
De Bock, Reinout
;
Carvalho Filho, Irineu de
- In:
Journal of international money and finance
53
(
2015
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011475980
Saved in:
2
Determinants of market-assessed sovereign risk : economic fundamentals or market risk appetite?
Baek, In-mee
;
Bandopadhyaya, Arindam
;
Du, Chan
- In:
Journal of international money and finance
24
(
2005
)
4
,
pp. 533-548
Persistent link: https://www.econbiz.de/10002921311
Saved in:
3
Assessing the predictive ability of sovereign default risk on exchange rate returns
Foroni, Claudia
;
Ravazzolo, Francesco
;
Sadaba, Barbara
- In:
Journal of international money and finance
81
(
2018
),
pp. 242-264
Persistent link: https://www.econbiz.de/10012000048
Saved in:
4
How do global investors differentiate between sovereign risks? : the new normal versus the old
Amstad, Marlene
;
Remolona, Eli M.
;
Shek, Jimmy
- In:
Journal of international money and finance
66
(
2016
),
pp. 32-48
Persistent link: https://www.econbiz.de/10011668446
Saved in:
5
Exchange rates, foreign currency exposure and sovereign risk
Bernoth, Kerstin
;
Herwartz, Helmut
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013284855
Saved in:
6
Analysis of the intraday effects of economic releases on the currency market
Sun, Edward W.
;
Rezania, Omid
;
Račev, Svetlozar T.
; …
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 692-707
Persistent link: https://www.econbiz.de/10009268786
Saved in:
7
Does a "correct" parameter estimate tell a better story about foreign exchange market efficiency?
Wang, Peijie
;
Wang, Ping
- In:
Journal of international money and finance
28
(
2009
)
2
,
pp. 183-197
Persistent link: https://www.econbiz.de/10003817196
Saved in:
8
On the predictability of emerging market sovereign credit spreads
Audzeyeva, Alena
;
Fuertes, Ana María
- In:
Journal of international money and finance
88
(
2018
),
pp. 140-157
Persistent link: https://www.econbiz.de/10012000882
Saved in:
9
The pricing of sovereign risk and contagion during the European sovereign debt crisis
Beirne, John
;
Fratzscher, Marcel
- In:
Journal of international money and finance
34
(
2013
),
pp. 60-82
Persistent link: https://www.econbiz.de/10009751130
Saved in:
10
Sovereign credit risk and global equity fund returns in emerging markets
Andreou, Christoforos K.
;
Lambertides, Neophytos
; …
- In:
Journal of international money and finance
107
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012395623
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