//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Journal of international money and finance"
~subject:"Risk premium"
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Currency derivative"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
United States
Currency derivative
96
Währungsderivat
96
Theorie
62
Theory
62
Exchange rate
28
Wechselkurs
28
Risikoprämie
25
Estimation
17
Schätzung
17
Devisenmarkt
15
Foreign exchange market
15
Welt
15
World
15
USA
13
Exchange rate risk
11
Währungsrisiko
11
Interest rate parity
10
Zinsparität
10
Derivat
9
Derivative
9
Deutschland
9
Germany
9
Hedging
8
US dollar
8
US-Dollar
8
Deutsche Mark
7
Japan
7
Volatility
7
Volatilität
7
Capital income
6
Efficient market hypothesis
6
Effizienzmarkthypothese
6
Großbritannien
6
Kapitaleinkommen
6
United Kingdom
6
CAPM
5
Canada
5
Currency speculation
5
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
36
Author
All
Baillie, Richard
3
Sibert, Anne C.
2
Ames, Matthew
1
Atanasov, Victoria
1
Bagnarosa, Guillaume
1
Bams, Dennis
1
Bardhan, Indrajit
1
Bekaert, Geert
1
Berg, Kimberly A.
1
Bernoth, Kerstin
1
Bollerslev, Tim
1
Bonser-Neal, Catherine
1
Chaudhry, Mukesh
1
Chen, Chun-Da
1
Cheuk, Terry Hon Fu
1
Chiang, Shu-Mei
1
Coudert, Virginie
1
Diebold, Francis X.
1
Djeutem, Edouard
1
Dravid, Ajay R.
1
Dutton, John C.
1
Fair, Ray C.
1
Fisher, Eric O'Neill
1
Fukuta, Yuichi
1
Hagen, Jürgen von
1
Hakkio, Craig S.
1
Hodrick, Robert J.
1
Huang, Chien-Ming
1
Jonen, Benjamin
1
Kapetanios, George
1
Kiliç, Rehim
1
Kim, Kun Ho
1
Lansing, Kevin J.
1
Luintel, Kul Bahadur
1
Ma, Jun
1
MacFarland, James W.
1
Macklem, R. Tiff
1
Mark, Nelson C.
1
Mignon, Valérie
1
Moran, Kevin
1
more ...
less ...
Published in...
All
Journal of money, credit and banking : JMCB
Journal of international money and finance
The journal of futures markets
63
Journal of banking & finance
17
NBER working paper series
16
Journal of international financial markets, institutions & money
15
NBER Working Paper
13
Working paper / National Bureau of Economic Research, Inc.
13
Applied financial economics
11
International review of financial analysis
10
Economics letters
9
International review of economics & finance : IREF
9
Journal of financial and quantitative analysis : JFQA
9
Advances in futures and options research : a research annual
8
Discussion paper / Centre for Economic Policy Research
8
Global finance journal
8
Journal of empirical finance
8
Economic modelling
6
Journal of financial economics
6
Review of futures markets
6
The journal of finance : the journal of the American Finance Association
6
Journal of multinational financial management
5
Staff reports / Federal Reserve Bank of New York
5
Working paper
5
Discussion papers / CEPR
4
European economic review : EER
4
International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
Journal of economics and finance
4
Review of Pacific Basin financial markets and policies
4
The Manchester School of Economic and Social Studies
4
The economic record : er
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Advances in investment analysis and portfolio management : a research annual
3
Applied economics
3
Applied economics letters
3
DIW Berlin Discussion Paper
3
DNB working paper
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Discussion papers in economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
3
Where's the risk? : the forward premium bias, the carry-trade premium, and risk-reversals in general equilibrium
Berg, Kimberly A.
;
Mark, Nelson C.
- In:
Journal of international money and finance
95
(
2019
),
pp. 297-316
Persistent link: https://www.econbiz.de/10012137574
Saved in:
4
Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Chiang, Shu-Mei
;
Chen, Chun-Da
;
Huang, Chien-Ming
- In:
Journal of international money and finance
96
(
2019
),
pp. 37-48
Persistent link: https://www.econbiz.de/10012139604
Saved in:
5
Gradual learning about shocks and the forward premium puzzle
Moran, Kevin
;
Nono, Simplice Aimé
- In:
Journal of international money and finance
88
(
2018
),
pp. 79-100
Persistent link: https://www.econbiz.de/10012000872
Saved in:
6
Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.
;
Ma, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
Saved in:
7
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
8
Currency excess returns and global downside market risk
Atanasov, Victoria
;
Nitschka, Thomas
- In:
Journal of international money and finance
47
(
2014
),
pp. 268-285
Persistent link: https://www.econbiz.de/10010464017
Saved in:
9
Model uncertainty and the Forward Premium Puzzle
Djeutem, Edouard
- In:
Journal of international money and finance
46
(
2014
),
pp. 16-40
Persistent link: https://www.econbiz.de/10010391022
Saved in:
10
Generating currency trading rules from the term structure of forward foreign exchange premia
Sager, Michael
;
Taylor, Mark P.
- In:
Journal of international money and finance
44
(
2014
),
pp. 230-250
Persistent link: https://www.econbiz.de/10010391056
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->