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subject:"Currency derivative"
~person:"Cho, Dooyeon"
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Currency derivative
Risikoprämie
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Risk premium
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Theorie
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Währungsderivat
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Estimation
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Exchange rate
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Cho, Dooyeon
Bernoth, Kerstin
14
Hagen, Jürgen von
12
Baillie, Richard
10
Hodrick, Robert J.
9
Wolff, Christiaan Cornelis Petrus
9
Vries, Casper G. de
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Sercu, Piet
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Boudoukh, Jacob
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Cavaglia, Stefano M.
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Chinn, Menzie David
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Kim, Kun Ho
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Liu, Fang
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Della Corte, Pasquale
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Journal of empirical finance
2
Applied economics
1
Economic modelling
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Journal of international financial markets, institutions & money
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Can structural changes in the persistence of the forward premium explain the forward premium anomaly?
Cho, Dooyeon
;
Chun, Sungju
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 225-235
Persistent link: https://www.econbiz.de/10012127851
Saved in:
2
On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon
- In:
Economic modelling
70
(
2018
),
pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
Saved in:
3
Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon
;
Chun, Sungju
- In:
Applied economics
49
(
2017
)
18
,
pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429
Saved in:
4
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:
5
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
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