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subject:"Currency derivative"
~person:"Kim, Kun Ho"
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Currency derivative
Interest rate parity
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Zinsparität
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Efficient market hypothesis
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Estimation
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Exchange rate
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Kim, Kun Ho
Qian, Xingwang
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Baillie, Richard
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Cheung, Yin-Wong
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Du, Wenxin
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Hassan, Tarek A.
6
Mano, Rui C.
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Syrstad, Olav
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Havránek, Tomáš
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Ibhagui, Oyakhilome
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McCallum, Bennett T.
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Obstfeld, Maurice
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Rhee, Changyong
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Rime, Dagfinn
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Sentana, Enrique
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Journal of empirical finance
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Journal of international money and finance
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
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
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
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