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Systematic consumption risk in currency returns

Hoffmann, Mathias; Suter, Rahel - 2013

boom yields consistently positive excess returns. This excess return compensates for the risk of high negative returns in … countries on risk aversion, and low (high) risk aversion currencies depreciate (appreciate) in times of global turmoil. …

Persistent link: https://www.econbiz.de/10009752999

Risks to consider when investing offshore

Godi, N. J.; Young, J. - In: Corporate ownership & control : international … 11 (2013/14) 1, pp. 32-39

Persistent link: https://www.econbiz.de/10011326938

Optimal foreign exchange risk hedging : closed form solutions maximizing Leontief utility function

Kim, Yun-Yeong - In: Theoretical economics letters 8 (2018) 14, pp. 2893-2913

Persistent link: https://www.econbiz.de/10011952573

Systematic consumption risk in currency returns

Hoffmann, Mathias; Studer-Suter, Rahel - In: Journal of international money and finance 74 (2017), pp. 187-208

Persistent link: https://www.econbiz.de/10011787938

Financial assets, expected return and risk, speculation, uncertainty, and exchange rate determination

Kallianiotis, Ioannis N.; Bianchi, Karen; Arize, … - In: European research studies 23 (2020) 3, pp. 3-30

Persistent link: https://www.econbiz.de/10012286910

Global and regional risks in currency returns

Rendon, Jairo A. - In: International journal of theoretical and applied finance 22 (2019) 8, pp. 1-25

Persistent link: https://www.econbiz.de/10012183303

Arbitrage-free affine models of the forward price of foreign currency

Durham, J. Benson - 2014

Forward foreign exchange contracts embed not only expected depreciation but also a sizable premium, which complicates inferences about anticipated returns. This study derives arbitrage-free affine forward currency models (AFCMs) with closed-form expressions for both unobservable variables. Model...

Persistent link: https://www.econbiz.de/10010393225

Stock prices and macroeconomic performance in Pakistan : an analysis

Mukhtar, Saima; Chaudhry, Imran Sharif; Bashir, Furrukh - In: Review of economics and development studies 1 (2015) 2, pp. 119-128

Persistent link: https://www.econbiz.de/10011925274

Consumption risk and FX trading returns

Klein, Alina F.; Klein, Rudolf F. - In: International journal of economic perspectives : IJEP 6 (2012) 4, pp. 73-92

Persistent link: https://www.econbiz.de/10011587224

A study of the performance of fine wine on the Swiss market

Masset, Philippe; Weisskopf, Jean-Philippe - In: International journal of entrepreneurship and small business 29 (2016) 4, pp. 566-582

Persistent link: https://www.econbiz.de/10011654976