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The economic record : er
Journal of financial economics
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116
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1
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
Saved in:
2
The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
Saved in:
3
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
4
Credit migration and covered interest rate parity
Liao, Gordon Y.
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
Saved in:
5
Do firms hedge with foreign currency derivatives for employees?
Huang, Pinghsun
;
Huang, Hsin-Yi
;
Zhang, Yan
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 418-440
Persistent link: https://www.econbiz.de/10012165368
Saved in:
6
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Saved in:
7
Crash-neutral currency carry trades
Jurek, Jakub W.
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 325-347
Persistent link: https://www.econbiz.de/10010495135
Saved in:
8
What does futures market interest tell us about the macroeconomy and asset prices?
Hong, Harrison G.
;
Yogo, Motohiro
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 473-490
Persistent link: https://www.econbiz.de/10009666813
Saved in:
9
Spot and forward volatility in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 496-513
Persistent link: https://www.econbiz.de/10009242107
Saved in:
10
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
11
Commodity currencies : why are exchange rate futures biased if commodity futures are not?
Kearns, Jonathan
- In:
The economic record : er
83
(
2007
),
pp. 60-73
Persistent link: https://www.econbiz.de/10003421670
Saved in:
12
'That courage is not inconsistent with caution' : currency hedging for superannuation funds
Thorp, Susan
- In:
The economic record : er
81
(
2005
)
252
,
pp. 38-50
Persistent link: https://www.econbiz.de/10002712826
Saved in:
13
Efficient estimation and testing of alternative models of currency futures contracts
Sequeira, John M.
;
McAleer, Michael
;
Chow, Ying-Foon
- In:
The economic record : er
77
(
2001
),
pp. 270-282
Persistent link: https://www.econbiz.de/10001752337
Saved in:
14
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
15
Time-varying risk premia, volatility, and technical trading rule profits : evidence from foreign currency futures markets
Kho, Bong-Chan
- In:
Journal of financial economics
41
(
1996
)
2
,
pp. 249-290
Persistent link: https://www.econbiz.de/10001200419
Saved in:
16
Forward discount bias : is it near-rationality in the foreign exchange market?
Gruen, David W. R.
- In:
The economic record : er
71
(
1995
)
213
,
pp. 157-166
Persistent link: https://www.econbiz.de/10001186623
Saved in:
17
Time-varying risk premia and forecastable returns in futures markets
Bessembinder, Hendrik
- In:
Journal of financial economics
32
(
1992
)
2
,
pp. 169-193
Persistent link: https://www.econbiz.de/10001135590
Saved in:
18
Efficiency in currency futures markets : Sure vs. FIML estimates
Avsar, Serdar A.
- In:
The economic record : er
(
1992
),
pp. 130-134
Persistent link: https://www.econbiz.de/10001130515
Saved in:
19
Single beta models and currency futures prices
McCurdy, Thomas H.
- In:
The economic record : er
(
1992
),
pp. 117-129
Persistent link: https://www.econbiz.de/10001130518
Saved in:
20
Rewards available to currency futures speculators : compensation for risk or evidence of inefficient pricing?
Taylor, Stephen
- In:
The economic record : er
(
1992
),
pp. 105-116
Persistent link: https://www.econbiz.de/10001130521
Saved in:
21
Efficiency in the forward foreign exchange market : weekly tests of the Australian/US dollar exchange rate January 1984 - March 1987
Kearney, Colm
- In:
The economic record : er
67
(
1991
)
198
,
pp. 237-242
Persistent link: https://www.econbiz.de/10001125402
Saved in:
22
Time-varying betas and risk premia in the pricing of forward foreign exchange contracts
Mark, Nelson C.
- In:
Journal of financial economics
2
(
1988
),
pp. 335-354
Persistent link: https://www.econbiz.de/10001061826
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