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1
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
2
Sovereign credit default swaps and the currency forward bias
Calice, Giovanni
;
Lin, Ming-Tsung
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
Saved in:
3
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:
4
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
5
Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin
;
Byun, Suk Joon
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 321-335
Persistent link: https://www.econbiz.de/10013175824
Saved in:
6
Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram
- In:
Economic modelling
91
(
2020
),
pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
Saved in:
7
Investing for the long run when expected equity premium is nonnegative
Zhang, Yugui
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012492276
Saved in:
8
Exchange rate undershooting : evidence and theory
Müller, Gernot J.
;
Wolf, Martin
;
Hettig, Thomas
-
2019
Persistent link: https://www.econbiz.de/10012127137
Saved in:
9
Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel
;
Shraiber, Bentsi
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
Saved in:
10
Equity risk premium puzzle : evidence from Indonesia and Sri Lanka
Morawakage, Prabath S.
;
Pulukkuttige Don Nimal
; …
- In:
Bulletin of Indonesian economic studies
55
(
2019
)
2
,
pp. 239-248
Persistent link: https://www.econbiz.de/10012262193
Saved in:
11
The forward premium puzzle and Markov-switching adaptive learning'
Reed, Jason R.
- In:
Journal of macroeconomics
59
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012244969
Saved in:
12
Is it liquidity or quality that matters more in foreign exchange markets?
Yamani, Ehab
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
8
,
pp. 1857-1879
Persistent link: https://www.econbiz.de/10012210913
Saved in:
13
Gradual learning about shocks and the forward premium puzzle
Moran, Kevin
;
Nono, Simplice Aimé
- In:
Journal of international money and finance
88
(
2018
),
pp. 79-100
Persistent link: https://www.econbiz.de/10012000872
Saved in:
14
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:
15
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
16
Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.
;
Bellelah, M. O.
;
Ben Ameur, Hachmi
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
Saved in:
17
Testing the persistence of the forward premium : structural changes or misspecification?
Ho, Tsung-wu
;
Moh, Wan Shin
- In:
Open economies review
27
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011591715
Saved in:
18
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
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