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subject:"Estimation"
~isPartOf:"Journal of multinational financial management"
~isPartOf:"The European journal of finance"
~subject:"Risk premium"
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Estimation
Risk premium
Devisenmarkt
46
Foreign exchange market
46
Exchange rate
25
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25
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12
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12
Market microstructure
11
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market microstructure
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Journal of multinational financial management
The European journal of finance
Journal of international money and finance
39
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
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
13
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Applied economics letters
11
Applied financial economics
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Finance research letters
10
International journal of finance & economics : IJFE
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10
CESifo working papers
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Global finance journal
8
Research in international business and finance
8
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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
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Economics letters
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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
4
European economic review : EER
4
Europäische Hochschulschriften / 5
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ECONIS (ZBW)
16
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1
Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Hao, Xinlei
;
Ma, Yong
;
Pan, Dongtao
- In:
Journal of multinational financial management
73
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014526940
Saved in:
2
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
3
Understanding the pricing of currency risk in global equity markets
Karolyi, G. Andrew
;
Wu, Ying
- In:
Journal of multinational financial management
63
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013447606
Saved in:
4
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
5
Measuring liquidity risk effects on carry trades across currencies and regimes
Abankwa, Samuel
;
Blenman, Lloyd P.
- In:
Journal of multinational financial management
60
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012794687
Saved in:
6
Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
Saved in:
7
Diversification role of currency momentum for carry trade : evidence from financial crises
Yamani, Ehab
- In:
Journal of multinational financial management
49
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314313
Saved in:
8
Forecasting implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
Saved in:
9
Financial crime "hot spots" : empirical evidence from the foreign exchange market
El Mouaaouy, Florian
- In:
The European journal of finance
24
(
2018
)
7/9
,
pp. 565-583
Persistent link: https://www.econbiz.de/10012244371
Saved in:
10
Hedging exchange rate risk in the gold market : a panel data analysis
Wang, Kuan Min
;
Lee, Yuan-Ming
- In:
Journal of multinational financial management
35
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011719959
Saved in:
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