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isPartOf:"Japan and the world economy : international journal of theory and policy"
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Search: subject_exact:"Gedeckte Zinsparität"
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Interest rate parity
17
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2
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Japan and the world economy : international journal of theory and policy
Journal of banking & finance
Journal of international money and finance
64
NBER working paper series
52
Working paper / National Bureau of Economic Research, Inc.
43
NBER Working Paper
40
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ECONIS (ZBW)
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1
Risk-adjusted return managed carry trade
Dupuy, Philippe
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
Saved in:
2
Cross-border transmission of emergency liquidity
Kick, Thomas
;
Koetter, Michael
;
Storz, Manuela
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226138
Saved in:
3
Can monetary policy cause the uncovered interest parity puzzle?
Park, Cheolbeom
;
Park, Sookyung
- In:
Japan and the world economy : international journal of …
41
(
2017
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011849839
Saved in:
4
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
5
Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp
;
Wegener, Christoph
;
Basse, Tobias
- In:
Journal of banking & finance
41
(
2014
),
pp. 109-118
Persistent link: https://www.econbiz.de/10010408487
Saved in:
6
Real interest rate parity in East Asian countries based on China with flexible Fourier stationary test
Liu, Lin
;
Chang, Hsu-Ling
;
Su, Chi-Wei
;
Jiang, Chun
- In:
Japan and the world economy : international journal of …
25/26
(
2013
),
pp. 52-58
Persistent link: https://www.econbiz.de/10009762457
Saved in:
7
A stochastic dominance analysis of yen carry trades
Fong, Wai-mun
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1237-1246
Persistent link: https://www.econbiz.de/10003978372
Saved in:
8
Combining mean reversion and momentum trading strategies in foreign exchange markets
Serban, Alina F.
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2720-2727
Persistent link: https://www.econbiz.de/10008858842
Saved in:
9
Covered interest arbitrage profits : the role of liquidity and credit risk
Fong, Wai-ming
;
Valente, Giorgio
;
Fung, Joseph K. W.
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1098-1107
Persistent link: https://www.econbiz.de/10003971367
Saved in:
10
Leveraged carry trade portfolios
Darvas, Zsolt M.
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 944-957
Persistent link: https://www.econbiz.de/10003836459
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