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subject:"Estimation"
~isPartOf:"Journal of international money and finance"
~subject:"Risk premium"
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Estimation
Risk premium
Devisenmarkt
141
Foreign exchange market
141
Theorie
66
Theory
66
Exchange rate
44
Wechselkurs
44
Welt
33
World
33
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Lyons, Richard K.
3
MacDonald, Ronald
3
Byrne, Joseph P.
2
Dupuy, Philippe
2
Ibrahim, Boulis Maher
2
Moore, Michael J.
2
Neely, Christopher J.
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Sakemoto, Ryuta
2
Weller, Paul A.
2
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1
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Journal of international money and finance
Working paper / National Bureau of Economic Research, Inc.
32
NBER Working Paper
27
NBER working paper series
27
International review of financial analysis
21
Applied economics
15
Discussion paper / Centre for Economic Policy Research
15
International review of economics & finance : IREF
14
Journal of banking & finance
13
Journal of international financial markets, institutions & money
13
Economic modelling
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Applied economics letters
11
Applied financial economics
11
International journal of finance & economics : IJFE
10
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The European journal of finance
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Finance research letters
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Global finance journal
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Journal of empirical finance
7
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Journal of international economics
6
Journal of multinational financial management
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The review of financial studies
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Economics letters
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Journal of financial and quantitative analysis : JFQA
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The empirical economics letters : a monthly international journal of economics
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Bundesbank Series 1 Discussion Paper
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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CFS working paper series
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European economic review : EER
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ECONIS (ZBW)
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1
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
Saved in:
2
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
Saved in:
3
Attractive and non-attractive currencies
Dupuy, Philippe
;
James, Jessica
;
Marsh, Ian W.
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012794951
Saved in:
4
Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya
;
Neely, Christopher J.
;
Weller, Paul A.
; …
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012795944
Saved in:
5
Asymmetric volatility connectedness on the forex market
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
Journal of international money and finance
77
(
2017
),
pp. 39-56
Persistent link: https://www.econbiz.de/10011788089
Saved in:
6
Dealer activity and macro fundamentals : new evidence from hybrid exchange rate models
Krohn, Ingomar
;
Moore, Michael J.
- In:
Journal of international money and finance
95
(
2019
),
pp. 363-378
Persistent link: https://www.econbiz.de/10012139587
Saved in:
7
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
8
Carry trades and commodity risk factors
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
96
(
2019
),
pp. 121-129
Persistent link: https://www.econbiz.de/10012139634
Saved in:
9
Did the reform fix the London fix problem?
Itō, Takatoshi
;
Yamada, Masahiro
- In:
Journal of international money and finance
80
(
2018
),
pp. 75-95
Persistent link: https://www.econbiz.de/10012000007
Saved in:
10
Conditioning carry trades : less risk, more return
Mulder, Arjen
;
Tims, Ben
- In:
Journal of international money and finance
85
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012000369
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