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~person:"Chernov, Mikhail"
~subject:"Anleihe"
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Anleihe
Exchange rate theory
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Wechselkurstheorie
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Exchange rate
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Wechselkurs
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Yield
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Risikoprämie
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Risk premium
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Yield curve
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Discounting
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Erwartungsbildung
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Kaufkraftparität
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Währungsrisiko
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Bond return
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Exchange Rates
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FX disconnect
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affine models
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bond risk premium
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bond valuation
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currency excess return
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currency riskpremium
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expectations hypothesis
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foreign exchange rate
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forward exchange rate,monetary policy
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nominal exchange rate
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present-value approach
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real exchange rate,spot exchange rate
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stochastic discount factor
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uncovered interest parity
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Chernov, Mikhail
Creal, Drew
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Jiang, Zhengyang
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Krishnamurthy, Arvind
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International yield curves and currency puzzles
Chernov, Mikhail
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Creal, Drew
-
2018
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Persistent link: https://www.econbiz.de/10012000629
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