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1
Exchange rate predictability, risk premiums, and predictive system
Bak, Yuhyeon
;
Park, Cheolbeom
-
2020
Persistent link: https://www.econbiz.de/10014335315
Saved in:
2
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta
- In:
Journal of empirical finance
61
(
2021
),
pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
Saved in:
3
Quantitative easing in an open economy : prices, exchange rates and risk premia
Peiris, M. Udara
;
Polemarchakis, Heraklis M.
-
2015
Persistent link: https://www.econbiz.de/10011439727
Saved in:
4
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
5
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
6
Variance risk premiums in foreign exchange markets
Ammann, Manuel
;
Buesser, Ralf
- In:
Journal of empirical finance
23
(
2013
),
pp. 16-32
Persistent link: https://www.econbiz.de/10010221798
Saved in:
7
On the biasedness of forward foreign exchange rates : irrationality or risk premia?
Cavaglia, Stefano M.
;
Verschoor, Willem F.
;
Wolff, …
-
1993
Persistent link: https://www.econbiz.de/10000143160
Saved in:
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