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Wechselkurs
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Bahmani-Oskooee, Mohsen
85
Engel, Charles
79
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72
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70
Caporale, Guglielmo Maria
68
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63
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60
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57
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56
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53
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52
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49
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49
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47
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41
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41
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40
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40
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38
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37
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37
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37
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35
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34
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32
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31
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30
Reitz, Stefan
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Schnabl, Gunther
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Hsing, Yu
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Leduc, Sylvain
29
Beckmann, Joscha
27
Clarida, Richard H.
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Dedola, Luca
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Stadtmann, Georg
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26
Froot, Kenneth
26
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National Bureau of Economic Research
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NBER working paper series
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International journal of economics and financial issues : IJEFI
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International Journal of Energy Economics and Policy : IJEEP
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International economic journal
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42
The European journal of finance
40
Journal of empirical finance
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Journal of macroeconomics
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Journal of banking & finance
37
IMF Working Paper
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International journal of economics and finance
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ECONIS (ZBW)
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EconStor
179
USB Cologne (EcoSocSci)
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BASE
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1
Exchange rate
volatility
and risk-premium
Soto, Claudio
;
Valdés, Rodrigo O.
-
1999
Persistent link: https://www.econbiz.de/10001472924
Saved in:
2
Return-
volatility
linkages in international equity and currency markets
Francis, Bill B.
;
Hasan, Iftekhar
;
Hunter, Delroy M.
-
2002
Persistent link: https://www.econbiz.de/10001672599
Saved in:
3
Autoregressive conditional
volatility
, skewness and kurtosis
León Valle, Ángel Manuel
;
Rubio, Gonzalo
;
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 599-618
Persistent link: https://www.econbiz.de/10003099285
Saved in:
4
Autoregressive conditional
volatility
, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
5
Pricing the excess
volatility
in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
6
An Asset-Pricing Model with Commonality in Exchange Rates
Jacoby, Gady
;
Liao, Rose C.
;
Wang, Yan
;
Wu, Zhenyu
-
2022
We employ an intertemporal
CAPM
(Merton, 1973) framework to examine how exposure to currency risk is priced in foreign …
Persistent link: https://www.econbiz.de/10014236654
Saved in:
7
Nontraded sector growth risks and economic sizes in international asset pricing
To, Thuy Duong
;
Tran, Ngoc-Khanh
- In:
Management science : journal of the Institute for …
70
(
2024
)
12
,
pp. 8448-8463
Persistent link: https://www.econbiz.de/10015145538
Saved in:
8
Exchange rate regimes and asset prices
Ntellas, Charēs
;
Tavlas, George S.
- In:
Journal of international money and finance
38
(
2013
),
pp. 85-94
Persistent link: https://www.econbiz.de/10010236191
Saved in:
9
A study asset price fluctuation and the impact of foreign exchange rate on equity pricing
Panda, Manas Ranjan
;
Parida, Jayant Kumar
- In:
International journal of applied business and economic …
11
(
2013
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10009786032
Saved in:
10
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
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