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~person:"Boucher Breuer, Janice"
~person:"Neely, Christopher J."
~subject:"Schätzung"
~type:"article"
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Schätzung
Currency derivative
7
Währungsderivat
7
Estimation
5
Theorie
4
Theory
4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
CAPM
2
Devisenmarkt
2
Exchange rate
2
Foreign exchange market
2
Risikoprämie
2
Risk premium
2
Wechselkurs
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1974 -1993
1
1977-1988
1
ARMA model
1
ARMA-Modell
1
Adaptive markets hypothesis
1
Currency crisis
1
Deutschland
1
Economic theory
1
Efficient markets hypothesis
1
Exchange rate risk
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Financial analysis
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Financial economics
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Finanzanalyse
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Großbritannien
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Boucher Breuer, Janice
Neely, Christopher J.
Baillie, Richard
5
Bhatti, Razzaque H.
3
Cho, Dooyeon
3
Leistikow, Dean
3
MacFarland, James W.
3
Moon, Seongman
3
Phillips, Peter C. B.
3
Wohar, Mark E.
3
Wu, Yangru
3
Baba, Naohiko
2
Barkoulas, John T.
2
Chen, Ren-Raw
2
Elias, Nikolaos
2
Hamzaoui, Nessrine
2
Inci, Ahmet Can
2
Kim, Kun Ho
2
Kočenda, Evžen
2
Kumar, Ashish
2
Kumar, Satish
2
Kutan, Ali Mustafa
2
McMahon, Patrick C.
2
Moosa, Imad A.
2
Narayan, Paresh Kumar
2
Peel, David
2
Regaieg, Boutheina
2
Sharma, Susan Sunila
2
Shim, Ilhyock
2
Smyrnakis, Dimitris
2
Taylor, Mark P.
2
Taylor, Stephen
2
Tzavalis, Elias
2
Weller, Paul A.
2
Yamani, Ehab
2
Zhang, Hua
2
Zhou, Su
2
Agacer, Gilda M.
1
Ahn, Dong-Hyun
1
Al-Faryan, Mamdouh Abdulaziz Saleh
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International journal of finance & economics : IJFE
2
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
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Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya
;
Neely, Christopher J.
;
Weller, Paul A.
; …
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012795944
Saved in:
2
The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.
;
Weller, Paul A.
;
Ulrich, Joshua M.
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003865573
Saved in:
3
Term effects and the time-varying risk premium in tests of forward foreign exchange rate unbiasedness
Boucher Breuer, Janice
- In:
International journal of finance & economics : IJFE
5
(
2000
)
3
,
pp. 211-220
Persistent link: https://www.econbiz.de/10001519403
Saved in:
4
Day-of-week effects in tests of forward foreign exchange rate unbiasedness
Boucher Breuer, Janice
- In:
International journal of finance & economics : IJFE
4
(
1999
)
3
,
pp. 193-204
Persistent link: https://www.econbiz.de/10001434332
Saved in:
5
The road less travelled : institutional aspects of data and their influence on empirical estimates with an application to tests of forward rate unbiasedness
Boucher Breuer, Janice
- In:
The economic journal : the journal of the Royal …
106
(
1996
)
434
,
pp. 26-38
Persistent link: https://www.econbiz.de/10001194054
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