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~isPartOf:"Journal of financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Currency derivative"
~subject:"Estimation"
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Search: subject_exact:"Währungsswap"
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Currency derivative
Estimation
Währungsderivat
24
Exchange rate
13
Wechselkurs
13
Risikoprämie
8
Risk premium
8
Volatility
8
Volatilität
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Della Corte, Pasquale
2
Al-Titi, Omar
1
Andrada Félix, Julián
1
Bessembinder, Hendrik
1
Carr, Peter
1
Chan, Kalok
1
Chang, Jui-chuan Della
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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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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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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Journal of financial economics
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
116
Journal of international money and finance
87
NBER working paper series
51
NBER Working Paper
44
Journal of international financial markets, institutions & money
38
Working paper / National Bureau of Economic Research, Inc.
38
Journal of banking & finance
30
Applied financial economics
23
Economics letters
23
Discussion paper / Centre for Economic Policy Research
22
Global finance journal
21
International review of economics & finance : IREF
20
Journal of financial and quantitative analysis : JFQA
19
Discussion paper
18
IMF working paper
18
IMF working papers
18
International review of financial analysis
18
Journal of international economics
16
Journal of empirical finance
15
Wiley trading series
15
Advances in futures and options research : a research annual
14
Finance research letters
14
Applied economics
13
European economic review : EER
13
The European journal of finance
13
The journal of finance : the journal of the American Finance Association
13
International journal of theoretical and applied finance
12
Journal of multinational financial management
12
Working paper
12
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
11
EUI working paper / ECO
11
International journal of finance & economics : IJFE
11
Economic modelling
10
Journal of foreign exchange and international finance : JFEIF
10
Open economies review
10
Pacific-Basin finance journal
10
Applied economics letters
9
Die Bank
9
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ECONIS (ZBW)
24
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1
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
Saved in:
2
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
3
Trade friction and price discovery in the USD-CAD spot and forward markets
Yan, Meng
;
Chen, Jian
;
Song, Victor
;
Xu, Ke
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013413582
Saved in:
4
The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
Saved in:
5
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
6
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
7
Risk premium or irrational expectations? : an investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
Miah, Fazlul
;
Al-Titi, Omar
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012658795
Saved in:
8
States of psychological anchors and price behavior of Japanese yen futures
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Lu, Yang-cheng
;
Wang, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012658948
Saved in:
9
Credit migration and covered interest rate parity
Liao, Gordon Y.
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
Saved in:
10
Do firms hedge with foreign currency derivatives for employees?
Huang, Pinghsun
;
Huang, Hsin-Yi
;
Zhang, Yan
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 418-440
Persistent link: https://www.econbiz.de/10012165368
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