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~isPartOf:"The journal of futures markets"
~subject:"Foreign exchange market"
~subject:"Risk premium"
~subject:"Schätzung"
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Foreign exchange market
Risk premium
Schätzung
Currency derivative
116
Währungsderivat
116
USA
62
United States
61
Hedging
42
Theorie
32
Theory
32
Derivat
10
Derivative
10
Devisenmarkt
9
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Interest rate derivative
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Wechselkurs
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Zinsderivat
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Foreign exchange management
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Index futures
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Index-Futures
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1
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1
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1
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1
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The journal of futures markets
Journal of international money and finance
38
NBER working paper series
26
NBER Working Paper
22
Journal of international financial markets, institutions & money
18
Working paper / National Bureau of Economic Research, Inc.
16
Journal of banking & finance
12
Wiley trading series
12
Applied financial economics
11
Economics letters
9
International review of economics & finance : IREF
9
Economic modelling
8
International review of financial analysis
8
Journal of empirical finance
8
Wiley trading
8
Discussion paper
7
Discussion paper / Centre for Economic Policy Research
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial economics
7
The European journal of finance
7
Global finance journal
6
International journal of finance & economics : IJFE
6
Working paper
6
Applied economics
5
Applied economics letters
5
Discussion papers / CEPR
5
EUI working paper / ECO
5
European economic review : EER
5
Finance research letters
5
The Manchester School of Economic and Social Studies
5
Journal of international economics
4
Journal of money, credit and banking : JMCB
4
Open economies review
4
The North American journal of economics and finance : a journal of financial economics studies
4
CESifo working papers
3
DIW Berlin Discussion Paper
3
Discussion paper / Tinbergen Institute
3
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1
The information effect of order flows in foreign currency futures and spot markets
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004
Saved in:
2
Optimal hedge ratios in the presence of common jumps
Chan, Wing Hong
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 801-807
Persistent link: https://www.econbiz.de/10003985103
Saved in:
3
Spot-futures spread, time-varying correlation, and hedging with currency futures
Lien, Da-hsiang Donald
;
Yang, Li
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 1019-1038
Persistent link: https://www.econbiz.de/10003391975
Saved in:
4
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra
;
Sarno, Lucio
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
Saved in:
5
Looking for contagion in currency futures markets
Tai, Chu-sheng
- In:
The journal of futures markets
23
(
2003
)
10
,
pp. 957-988
Persistent link: https://www.econbiz.de/10001789597
Saved in:
6
Hedging foreign currency, freight, and commodity futures portfolios : a note
Haigh, Michael S.
;
Holt, Matthew T.
- In:
The journal of futures markets
22
(
2002
)
12
,
pp. 1205-1221
Persistent link: https://www.econbiz.de/10001713612
Saved in:
7
Transactions data tests of efficiency : an investigation in the Singapore futures markets
Raj, Mahendra
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 687-704
Persistent link: https://www.econbiz.de/10001523745
Saved in:
8
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : reply
Ghosh, Dilip K.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 121-125
Persistent link: https://www.econbiz.de/10001377610
Saved in:
9
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : comment
Batlin, Carl A.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001377612
Saved in:
10
Are regression approach futures hedge ratios stationary?
Ferguson, Robert
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 851-866
Persistent link: https://www.econbiz.de/10001249185
Saved in:
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