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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of empirical finance"
~subject:"Risikoprämie"
~subject:"Risk premium"
~subject:"Wechselkurs"
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Risikoprämie
Risk premium
Wechselkurs
Currency derivative
36
Währungsderivat
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Theorie
17
Theory
17
Exchange rate
12
Estimation
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Forward premium anomaly
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Baillie, Richard
2
Cho, Dooyeon
2
Aguirre, Maria Sophia
1
Bunn, Derek W.
1
Chen, Dipeng
1
Chen, Jun-Home
1
Cummins, Mark
1
Ding, Liang
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Elias, Nikolaos
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Engel, Charles
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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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International review of economics & finance : IREF
Journal of empirical finance
Journal of international money and finance
42
NBER working paper series
28
NBER Working Paper
24
Working paper / National Bureau of Economic Research, Inc.
17
Discussion paper / Centre for Economic Policy Research
14
Journal of international financial markets, institutions & money
14
The journal of futures markets
14
Applied financial economics
11
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10
Journal of financial economics
9
Economic modelling
8
International review of financial analysis
8
Journal of banking & finance
8
Applied economics
7
Discussion papers / CEPR
7
Economics letters
7
The North American journal of economics and finance : a journal of financial economics studies
7
The Manchester School of Economic and Social Studies
6
International economic journal
5
International journal of economics and finance
5
International journal of finance & economics : IJFE
5
Journal of international economics
5
Discussion paper / Tinbergen Institute
4
Global finance journal
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IMF working papers
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Journal of financial and quantitative analysis : JFQA
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
16
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1
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
2
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
3
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
4
The impact of China's currency swap lines on bilateral trade
Hao, Kaixuan
;
Han, Liyan
;
Li, (Tony) Wei
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 173-183
Persistent link: https://www.econbiz.de/10013343512
Saved in:
5
Local, global and regional shocks indices in emerging exchange rate markets
Erdem, F. Pinar
;
Geyikci, Utku Bora
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 98-113
Persistent link: https://www.econbiz.de/10012672321
Saved in:
6
Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel
;
Shraiber, Bentsi
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
Saved in:
7
Using extracted forward rate term structure information to forecast foreign exchange rates
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
Journal of empirical finance
53
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012171702
Saved in:
8
Uncovered interest parity : the long and the short of it
Lothian, James R.
- In:
Journal of empirical finance
36
(
2016
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
Saved in:
9
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:
10
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
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