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~isPartOf:"The Manchester School of Economic and Social Studies"
~subject:"Option pricing theory"
~subject:"Theory"
~subject:"USA"
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Option pricing theory
Theory
USA
Currency derivative
8
Theorie
8
Währungsderivat
8
Risikoprämie
4
Risk premium
4
Exchange rate
2
Wechselkurs
2
1921-1925
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1976-1990
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Devisenmarkt
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Erwartungsbildung
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Estimation
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Taylor, Mark P.
3
MacDonald, Ronald
2
Peel, David
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Moore, Michael J.
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The Manchester School of Economic and Social Studies
The journal of futures markets
86
Journal of international money and finance
61
NBER working paper series
35
NBER Working Paper
30
Working paper / National Bureau of Economic Research, Inc.
25
Journal of banking & finance
20
Journal of international financial markets, institutions & money
18
Applied financial economics
16
Economics letters
16
Discussion paper / Centre for Economic Policy Research
15
Journal of financial and quantitative analysis : JFQA
15
Advances in futures and options research : a research annual
14
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Global finance journal
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International review of economics & finance : IREF
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Journal of international economics
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Finance research letters
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International review of financial analysis
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Economic modelling
8
International journal of theoretical and applied finance
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Journal of money, credit and banking : JMCB
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Discussion paper / Tinbergen Institute
7
Review of futures markets
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Staff reports / Federal Reserve Bank of New York
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1
Long-memory risk premia in exchange rates
Byers, J. David
- In:
The Manchester School of Economic and Social Studies
64
(
1996
)
4
,
pp. 421-438
Persistent link: https://www.econbiz.de/10001214527
Saved in:
2
Time-varying risk premia and the term structure of forward exchange rates
Peel, David
- In:
The Manchester School of Economic and Social Studies
63
(
1995
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10001179036
Saved in:
3
Testing for unbiasedness in forward markets
Moore, Michael J.
- In:
The Manchester School of Economic and Social Studies
62
(
1994
),
pp. 67-78
Persistent link: https://www.econbiz.de/10001160973
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4
Testing the efficiency of thin forward foreign exchange markets : an application of instrumental variable multiple regression with integrated, I(1), variables
Ngama, Yerima Lawan
- In:
The Manchester School of Economic and Social Studies
60
(
1992
)
2
,
pp. 169-180
Persistent link: https://www.econbiz.de/10001123762
Saved in:
5
The term structure of forward foreign exchange premia : the inter-war experience
MacDonald, Ronald
- In:
The Manchester School of Economic and Social Studies
58
(
1990
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10001135891
Saved in:
6
Are foreign exchange market forecasters "rational"? : some survey-based tests
MacDonald, Ronald
- In:
The Manchester School of Economic and Social Studies
58
(
1990
)
3
,
pp. 229-241
Persistent link: https://www.econbiz.de/10001092566
Saved in:
7
Expectations, risk and uncertainty in the foreign exchange market : some results based on survey data
Taylor, Mark P.
- In:
The Manchester School of Economic and Social Studies
57
(
1989
)
2
,
pp. 142-153
Persistent link: https://www.econbiz.de/10001067906
Saved in:
8
A dynamic model of forward foreign exchange risk, with estimates for three major exchange rates
Taylor, Mark P.
- In:
The Manchester School of Economic and Social Studies
56
(
1988
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10001076675
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