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~subject:"Risk premium"
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Risk premium
Devisenmarkt
802
Foreign exchange market
802
Wechselkurs
382
Exchange rate
380
Volatility
243
Volatilität
243
Theorie
229
Theory
229
Welt
214
World
214
Estimation
203
Schätzung
203
Capital income
126
Kapitaleinkommen
126
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110
Währungsspekulation
110
Exchange rate policy
95
Wechselkurspolitik
95
Aktienmarkt
85
Stock market
85
Exchange rate risk
82
Währungsrisiko
82
Risikoprämie
76
Spillover effect
76
Spillover-Effekt
76
Forecasting model
70
Prognoseverfahren
70
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67
ARCH-Modell
67
Market microstructure
59
Marktmikrostruktur
59
Currency derivative
58
Financial market
58
Finanzmarkt
58
International financial market
58
Internationaler Finanzmarkt
58
US dollar
58
US-Dollar
58
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58
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English
76
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Byrne, Joseph P.
4
Sakemoto, Ryuta
4
Sarno, Lucio
4
Dupuy, Philippe
3
Ibrahim, Boulis Maher
3
Riddiough, Steven J.
3
Blenman, Lloyd P.
2
Chen, Chih-Nan
2
Cho, Dooyeon
2
Della Corte, Pasquale
2
Filippou, Ilias
2
Grobys, Klaus
2
Heinonen, Jari-Pekka
2
Karolyi, G. Andrew
2
Lettau, Martin
2
Lin, Chien-Hsiu
2
MacDonald, Ronald
2
Maggiori, Matteo
2
Nucera, Federico
2
Orlov, Vitaly
2
Roussanov, Nikolai
2
Shaliastovich, Ivan
2
Taylor, Mark P.
2
Verdelhan, Adrien
2
Weber, Michael
2
Wu, Ying
2
Zinna, Gabriele
2
Abankwa, Samuel
1
Abuelfadl, Moustafa
1
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1
Almaharmeh, Mohammad I.
1
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1
Baek, Seungho
1
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1
Bansal, Ravi
1
Bartram, Söhnke M.
1
Bassiouny, Aliaa
1
Berg, Kimberly A.
1
Breedon, Francis J.
1
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1
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Journal of international money and finance
11
Working paper / National Bureau of Economic Research, Inc.
6
Discussion papers / CEPR
5
Journal of international financial markets, institutions & money
5
International review of financial analysis
4
Journal of financial economics
4
Discussion paper / Centre for Economic Policy Research
3
Journal of multinational financial management
3
Applied economics letters
2
Economic modelling
2
Emerging markets, finance and trade : EMFT
2
Journal of banking & finance
2
Review of finance : journal of the European Finance Association
2
Annals of financial economics
1
Applied economics
1
Economics letters
1
Finance research letters
1
Financial analysts journal : FAJ
1
Global economy journal : GEJ
1
Global finance journal
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Research in international business and finance
1
Review of international economics
1
Review of quantitative finance and accounting
1
The B.E. journal of macroeconomics
1
The Manchester School
1
The journal of fixed income
1
The quarterly journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
76
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1
Political risks, excess and carry trade returns in global markets
Kesse, Kwabena
;
Blenman, Lloyd P.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014446928
Saved in:
2
Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Ma, Yong
- In:
Journal of multinational financial management
73
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014526940
Saved in:
3
What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?
Feng, Qianqian
;
Wang, Yijing
;
Sun, Xiaolei
;
Li, Jianping
; …
- In:
Global finance journal
56
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478959
Saved in:
4
Mispricing and risk premia in currency markets
Bartram, Söhnke M.
;
Djuranovik, Leslie
;
Garratt, Anthony
; …
-
2023
Persistent link: https://www.econbiz.de/10014390295
Saved in:
5
Risk and return in the foreign exchange market : measurement without VARs
Luo, Shaowen
- In:
International finance : the only journal bridging the …
26
(
2023
)
1
,
pp. 64-81
Persistent link: https://www.econbiz.de/10014252174
Saved in:
6
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014245303
Saved in:
7
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014235331
Saved in:
8
Volatility (dis)connect in international markets
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2022
Persistent link: https://www.econbiz.de/10012938941
Saved in:
9
Does previous carry trade position affect following investors' decision-making and carry returns?
Zhang, Ziyun
;
Chen, Su
;
Li, Bo
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366296
Saved in:
10
The time-varying risk price of currency portfolios
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
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