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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Deutsche Mark"
~subject:"Theorie"
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Search: subject_exact:"Währungsswap"
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Deutsche Mark
Theorie
Currency derivative
57
Währungsderivat
57
Theory
30
Exchange rate
13
Wechselkurs
13
Risikoprämie
12
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12
United States
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Clarida, Richard H.
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1
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1
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1
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1
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1
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1
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1
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
Journal of international money and finance
58
The journal of futures markets
38
NBER working paper series
33
NBER Working Paper
28
Economics letters
13
Journal of international financial markets, institutions & money
13
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12
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12
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9
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8
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8
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8
Journal of international economics
8
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7
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Journal of money, credit and banking : JMCB
7
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance research letters
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International economic review
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Journal of applied econometrics
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Journal of foreign exchange and international finance : JFEIF
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ECONIS (ZBW)
31
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1
New evidence on the forward premium puzzle
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
3
,
pp. 875-897
Persistent link: https://www.econbiz.de/10011610136
Saved in:
2
Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A.
;
Mano, Rui C.
-
2014
Persistent link: https://www.econbiz.de/10010391780
Saved in:
3
Rational inattention : a solution to the forward discount puzzle
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2005
Persistent link: https://www.econbiz.de/10003152776
Saved in:
4
Information aggregation, security design and currency swaps
Chowdhry, Bhagwan
;
Grinblatt, Mark
;
Levine, David K.
-
2002
Persistent link: https://www.econbiz.de/10001646757
Saved in:
5
Exchange rate dynamics, learning and misperception
Gourinchas, Pierre-Olivier
;
Tornell, Aaron
-
2002
Persistent link: https://www.econbiz.de/10001720732
Saved in:
6
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001630402
Saved in:
7
Cross-hedging with currency options and futures
Chang, Eric Chieh
;
Kit, Pong Wong
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 555-574
Persistent link: https://www.econbiz.de/10001794042
Saved in:
8
Risk and exchange rates
Obstfeld, Maurice
;
Rogoff, Kenneth S.
-
1998
Persistent link: https://www.econbiz.de/10000674160
Saved in:
9
Pricing term structure risk in futures markets
Roon, Frans de
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001243201
Saved in:
10
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel
;
Chang, P. H. Kevin
-
1997
Persistent link: https://www.econbiz.de/10000623860
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