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  • Search: subject:"Currency Risk Premia"
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Year of publication
Subject
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Exchange rate risk 11 Risikoprämie 11 Risk premium 11 Währungsrisiko 11 Currency risk premia 8 Theorie 8 Theory 8 Capital income 7 Kapitaleinkommen 7 CAPM 6 Welt 6 World 6 asset pricing 6 currency risk premia 4 Devisenmarkt 3 Exchange rate 3 Exchange rates 3 Foreign exchange market 3 Wechselkurs 3 omitted factors 3 Conditional asset pricing 2 Currency Risk Premia 2 Currency speculation 2 International CAPM 2 Risiko 2 Risk 2 Uncovered interest parity 2 Währungsspekulation 2 external portfolios 2 financial network 2 measure-ment error 2 weak factors 2 Außenwirtschaftliches Gleichgewicht 1 Carry Trades 1 Carry trade 1 Commodity trade 1 Country risk 1 Credit derivative 1 Current account 1 Customer Markets 1
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Online availability
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Undetermined 7 Free 6 CC license 1
Type of publication
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Book / Working Paper 9 Article 5
Type of publication (narrower categories)
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Graue Literatur 7 Non-commercial literature 7 Working Paper 7 Arbeitspapier 6 Article in journal 4 Aufsatz in Zeitschrift 4 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Sammelwerk 1 Sammlung 1
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Language
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English 12 Undetermined 2
Author
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Sarno, Lucio 4 Zinna, Gabriele 4 Nucera, Federico 3 Balvers, Ronald J. 2 Klein, Alina F. 2 Beber, Alessandro 1 Boer, Jantke de 1 Borisenko, Dmitrij 1 Brandt, Michael 1 Cen, Jason 1 Cui, Xue 1 Della Corte, Pasquale 1 Juvenal, Luciana 1 Krecetovs, Aleksejs 1 Li, Junye 1 Monteiro, Paulo Santos 1 Ready, Robert 1 Roussanov, Nikolai 1 Ward, Colin 1 Yang, Lei 1 Yang, Lu 1 de Boer, Jantke 1
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Institution
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C.E.P.R. Discussion Papers 1
Published in...
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Discussion papers / CEPR 3 CEPR Discussion Papers 1 Documento para discusión 1 EMG working paper series 1 Financial innovation : FIN 1 Journal of International Money and Finance 1 Journal of international money and finance 1 Journal of monetary economics 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Ruhr Economic Papers 1 Ruhr economic papers 1
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Source
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ECONIS (ZBW) 11 RePEc 2 EconStor 1
Showing 1 - 10 of 14
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Currency risk premia and exporter dynamics
Juvenal, Luciana; Monteiro, Paulo Santos - 2025
Persistent link: https://www.econbiz.de/10015446114
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Global portfolio network and currency risk premia
de Boer, Jantke - 2024
are highly integrated with key suppliers of tradeable financial assets. Currency risk premia decrease as network …
Persistent link: https://www.econbiz.de/10015273152
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Global portfolio network and currency risk premia
Boer, Jantke de - 2024
are highly integrated with key suppliers of tradeable financial assets. Currency risk premia decrease as network …
Persistent link: https://www.econbiz.de/10015211361
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Sovereign default network and currency risk premia
Yang, Lu; Yang, Lei; Cui, Xue - In: Financial innovation : FIN 9 (2023) 1, pp. 1-22
, closeness, and eigenvector centralities, to detect whether network properties drive the currency risk premia. We observe that …
Persistent link: https://www.econbiz.de/10014289115
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Skewness risk premia and the cross-section of currency returns
Li, Junye; Sarno, Lucio; Zinna, Gabriele - 2025
Persistent link: https://www.econbiz.de/10015484505
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Current account uncertainty and currency premia
Della Corte, Pasquale; Krecetovs, Aleksejs - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 5795-5815
Persistent link: https://www.econbiz.de/10015137935
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Currency risk premia redux
Nucera, Federico; Sarno, Lucio; Zinna, Gabriele - 2021
Persistent link: https://www.econbiz.de/10013187820
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Currency risk premia redux
Nucera, Federico; Sarno, Lucio; Zinna, Gabriele - 2023
Persistent link: https://www.econbiz.de/10014245303
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Currency risk premia redux
Nucera, Federico; Sarno, Lucio; Zinna, Gabriele - 2023
Persistent link: https://www.econbiz.de/10014235331
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Three essays on international finance
Borisenko, Dmitrij - 2019
This thesis contributes to three major fields in the international finance literature: forward premium anomaly, monetary policy and exchange rate determination, and measuring monetary policy expectations from asset prices. In the first chapter, I develop a production-based asset pricing model...
Persistent link: https://www.econbiz.de/10011992377
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