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Year of publication
Subject
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Währungsrisiko 1,436 Exchange rate risk 1,426 Theorie 349 Theory 349 currency risk 323 Hedging 232 USA 185 United States 185 Foreign exchange management 176 Währungsmanagement 176 Estimation 158 Schätzung 158 Wechselkurs 149 Welt 146 World 146 Exchange rate 143 Risk premium 139 Risikoprämie 130 central bank 130 current account 121 balance of payments 114 current account deficit 112 current account balance 111 short-term debt 111 external debt 109 public debt 108 domestic currency 105 Volatilität 103 external financing 103 Volatility 102 foreign exchange 100 debt sustainability 98 debt service 97 debt stock 94 Risk management 89 debt ratio 89 government debt 89 public sector debt 88 Portfolio selection 87 Portfolio-Management 87
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Online availability
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Free 620 Undetermined 68
Type of publication
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Article 937 Book / Working Paper 849
Type of publication (narrower categories)
All
Article in journal 785 Aufsatz in Zeitschrift 785 Graue Literatur 447 Non-commercial literature 447 Working Paper 406 Arbeitspapier 395 Aufsatz im Buch 93 Book section 93 Hochschulschrift 74 Thesis 65 Collection of articles of several authors 17 Sammelwerk 17 Collection of articles written by one author 14 Lehrbuch 14 Sammlung 14 Bibliografie enthalten 12 Bibliography included 12 Glossar enthalten 7 Glossary included 7 Konferenzschrift 6 Case study 5 Fallstudie 5 Article 4 Aufsatzsammlung 3 Conference proceedings 3 Conference paper 2 Konferenzbeitrag 2 Kongress 2 Accompanied by computer file 1 Advisory report 1 Amtsdruckschrift 1 Company information 1 Elektronischer Datenträger als Beilage 1 Firmeninformation 1 Government document 1 Guidebook 1 Gutachten 1 Handbook 1 Handbuch 1 Ratgeber 1
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Language
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English 1,385 Undetermined 226 German 119 Spanish 20 French 9 Polish 7 Italian 5 Portuguese 5 Lithuanian 3 Dutch 2 Ukrainian 2 Bulgarian 1 Danish 1 Finnish 1 Croatian 1
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Author
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Broll, Udo 48 Kit, Pong Wong 22 Wahl, Jack E. 19 Belke, Ansgar 14 Brown, Martin 13 Eckwert, Bernhard 12 Faff, Robert W. 12 Ongena, Steven 12 Verdelhan, Adrien 12 Entorf, Horst 11 Bartram, Söhnke M. 10 Bris, Arturo 10 McAleer, Michael 10 Rey, Hélène 9 Vaihekoski, Mika 9 Dominguez, Kathryn M. 8 Jamin, Gösta 8 Koskinen, Yrjö 8 Lustig, Hanno 8 Martin, Anna D. 8 Nilsson, Mattias 8 Shimizu, Junko 8 Tai, Chu-sheng 8 Tesar, Linda L. 8 Caballero, Ricardo J. 7 Goldberg, Linda S. 7 Göcke, Matthias 7 Hau, Harald 7 Ranaldo, Angelo 7 Bergin, Paul R. 6 Caporin, Massimiliano 6 Di Iorio, Amalia 6 Errunza, Vihang R. 6 Fang, Wen-shwo 6 Friberg, Richard 6 Fuchs, Frank 6 Hall, Stephen G. 6 Hull, John 6 Itō, Takatoshi 6 Kirschenmann, Karolin 6
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Institution
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International Monetary Fund (IMF) 249 International Monetary Fund 121 C.E.P.R. Discussion Papers 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 National Institute of Economic and Social Research 3 Basel Committee on Banking Supervision 2 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Ekonomiska forskningsinstitutet <Stockholm> 2 Inter-American Development Bank 2 Massachusetts Institute of Technology / Department of Economics 2 Research Seminar in International Economics 2 Asian Development Bank Institute, Asian Development Bank 1 Associazione Tesorieri Istituzioni Creditizie 1 Banca d'Italia 1 Banco Central do Brasil 1 Bank für Internationalen Zahlungsausgleich / Consultative Group of Directors of Operations 1 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 1 CESifo Venice Summer Institute Conference <16, 2015, Venedig> 1 CFA Institute <Charlottesville, Va.> 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centro Internacional Carlos V 1 Chambre de commerce et d'industrie de Paris 1 Conference Board 1 Conference on Exchange Rates Effects on Corporations <1992, New York, NY> 1 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 1 Department of Economics, Boston College 1 Department of Economics, Boston University 1 Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe 1 EconWPA 1 Econometric Society 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Fachhochschule <Düsseldorf> / Fachbereich Wirtschaft 1 Fachhochschule <Osnabrück> / Fakultät Wirtschafts- und Sozialwissenschaften 1 Fakultät Wirtschaftswissenschaften, Technische Universität Bergakademie Freiberg 1 Federal Reserve Bank of New York 1 Foerder Institute for Economic Research <Tēl-Āvîv> 1 Forschungsinstitut zur Zukunft der Arbeit 1 GITAM Institute of Management 1
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Published in...
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IMF Working Papers 118 IMF Staff Country Reports 112 Working paper / National Bureau of Economic Research, Inc. 42 Journal of international money and finance 39 Discussion paper / Centre for Economic Policy Research 30 Journal of multinational financial management 24 Journal of banking & finance 22 Journal of international financial markets, institutions & money 17 International review of economics & finance : IREF 14 Dresden discussion paper series in economics 12 IMF Occasional Papers 12 IMF working paper 11 Applied economics 10 Global finance journal 10 Open economies review 10 Applied financial economics 9 International finance discussion papers 9 Economic modelling 8 Emerging markets review 8 Journal of empirical finance 8 The American economic review 8 The European journal of finance 8 European economic review : EER 7 European financial management : the journal of the European Financial Management Association 7 International currency exposure 7 International journal of business 7 Journal of international business studies : JIBS ; an official journal of the Academy of International Business 7 Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society 7 Review of international economics 7 Working papers / ADB Institute 7 BIS quarterly review : international banking and financial market developments 6 CESifo working papers 6 Discussion paper / Center for Economic Research, Tilburg University 6 Discussion paper / Tinbergen Institute 6 Economia internazionale 6 Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement 6 Journal of international economics 6 Pacific-Basin finance journal 6 Policy research working paper : WPS 6 Research in international business and finance 6
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Source
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ECONIS (ZBW) 1,442 RePEc 315 EconStor 15 USB Cologne (business full texts) 9 BASE 5
Showing 1 - 50 of 1,786
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The impact of external debt on inflation rate in Georgia
Tskhadadze, Keti - 2019
The purpose of this paper is to analyze the impact of external debt on inflation rate in Georgia. As external debt plays significant role in country’s development it is important to examine the relationship between the levels of external debt and its impact on GDP development and inflation....
Persistent link: https://ebtypo.dmz1.zbw/10012014608
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Foreign exchange dealer asset pricing
Reitz, Stefan; Umlandt, Dennis - 2019
We show that excess returns to the carry trade can be interpreted as compensation for foreign exchange dealers' capital risk. Given that the top market makers in foreign exchange are at the heart of the market's information aggregation process we also suggest that it is their marginal value of...
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The contagious currency crises
Tskhadadze, Keti - 2019
The purpose of this paper is to analyze the contagious currency crisis, which is characterized by regional nature. As the changing of the economic circumstances in one country does affect on the other country’s economy, it is important to analyze some direct and indirect effects. The currency...
Persistent link: https://ebtypo.dmz1.zbw/10012064039
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Foreign exchange dealer asset pricing
Reitz, Stefan; Umlandt, Dennis - 2019
We show that excess returns to the carry trade can be interpreted as compensation for foreign exchange dealers' capital risk. Given that the top market makers in foreign exchange are at the heart of the market's information aggregation process we also suggest that it is their marginal value of...
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Persistent link: https://ebtypo.dmz1.zbw/10012109710
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Good carry, bad carry
Bekaert, Geert; Panayotov, George - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011982008
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Risk management in financial institutions
Rampini, Adriano A.; Viswanathan, S.; Vuillemey, Guillaume - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012006562
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Corporate risk management : new empirical evidence from foreign exchange and interest rate risk
Hecht, Andreas - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012030788
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Pegxit pressure : evidence from the classical gold standard
Mitchener, Kris; Pina, Gonçalo - 2016
We develop a simple model that highlights the costs and benefits of fixed exchange rates as they relate to trade, and show that negative export-price shocks reduce fiscal revenue and increase the likelihood of an expected currency devaluation. Using a new high-frequency data set on...
Persistent link: https://ebtypo.dmz1.zbw/10011568741
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The effect of credit and market risk on bank performance : evidence from Turkey
Ekinci, Aykut - In: International journal of economics and financial issues … 6 (2016) 2, pp. 427-434
Persistent link: https://ebtypo.dmz1.zbw/10011696330
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"Exchange rate risk" within the European Monetary Union? Analyzing the exchange rate exposure of German firm
Entrop, Oliver; Merkel, Matthias F. - 2018
In this paper we show that inflation differentials among the countries in the European Monetary Union (EMU) are an economically significant risk to German firms, which make up the largest economy in the EMU. This risk can be interpreted as real "exchange rate exposure" resulting from trade...
Persistent link: https://ebtypo.dmz1.zbw/10011854269
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The dollar during the Global Recession: US monetary policy and the exorbitant duty
Stavrakeva, Vania; Tang, Jenny - 2018
We document that during the Global Recession, US monetary policy easings triggered the "exorbitant duty" of the United States, the issuer of the world's dominant currency, by causing a dollar appreciation and a transfer of wealth from the United States to the rest of the world. This dollar...
Persistent link: https://ebtypo.dmz1.zbw/10012059601
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Dynamic conditional currency hedging
Bucher, Melk - In: Essays in asset pricing, (pp. 123-176). 2018
My third paper proposes a simple approach to hedge currency risk based on a backward-looking mean-variance analysis that is robust to overfitting. In particular, the paper finds that the current baseline of mean-variance currency hedging as offered in the literature breaks down out-of-sample and...
Persistent link: https://ebtypo.dmz1.zbw/10011906905
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The dollar during the Global Recession : US monetary policy and the exorbitant duty
Stavrakeva, Vania; Tang, Jenny - 2018 - This version: October, 2018
We document that during the Global Recession, US monetary policy easings triggered the "exorbitant duty" of the United States, the issuer of the world's dominant currency, by causing a dollar appreciation and a transfer of wealth from the United States to the rest of the world. This dollar...
Persistent link: https://ebtypo.dmz1.zbw/10011941052
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"Exchange rate risk" within the European Monetary Union? : analyzing the exchange rate exposure of German firm
Entrop, Oliver; Merkel, Matthias F. - 2018
In this paper we show that inflation differentials among the countries in the European Monetary Union (EMU) are an economically significant risk to German firms, which make up the largest economy in the EMU. This risk can be interpreted as real "exchange rate exposure" resulting from trade...
Persistent link: https://ebtypo.dmz1.zbw/10011849326
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Playing with financial fire : a South perspective on the international financial system
Cornford, Andrew J. - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011932520
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Messung und Analyse des ökonomischen Wechselkursrisikos aus Unternehmenssicht : ein stochastischer Simulationsansatz
Rietsch, Martin - 2018
Die Arbeit wendet sich zunächst den Grundlagen zum Konzept des ökonomischen Wechselkursrisikos und der Simulationsmethodik zu, bevor ein bestehender Corporate Modelling-Ansatz zu einem stochastischen Simulationsmodell erweitert und schließlich in einem umfangreichen Computerprogramm...
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Persistent link: https://ebtypo.dmz1.zbw/10011932626
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Einkommensteuerliche Behandlung von Währungsgewinnen und -verlusten : eine finanzwissenschaftliche Analyse des Steuerrechts in den USA und in Deutschland
Suermann, Hendrik - 2018
Durch die internationale Kapitalallokation entstehen bei flexiblen Wechselkursen Währungsgewinne und Währungsverluste. Diese müssen bei der einkommensteuerlichen Behandlung grenzüberschreitend eingesetzten Kapitals berücksichtigt werden. Der Autor zeigt, wie Kursgewinne und -verluste unter...
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Persistent link: https://ebtypo.dmz1.zbw/10011964824
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Economic policy uncertainty in the US : does it matter for Korea?
Lee, Seojin - In: East Asian economic review 22 (2018) 1, pp. 29-54
Persistent link: https://ebtypo.dmz1.zbw/10011906251
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The macroeconomics of uncertainty
Dibiasi, Andreas - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011889165
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Euroization drivers and effective policy response an application to the case of Albania
Della Valle, Guido; Kota, Vasilika; Veyrune, Romain; … - 2018
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Currency risk factors in a recursive multicountry economy
Colacito, Riccardo; Croce, Mariano M.; Gavazzoni, Federico - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011860719
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Special drawing right and currency risk management
Hassanain, Khalifa - In: International journal of economics and financial issues … 5 (2015) 3, pp. 780-785
Persistent link: https://ebtypo.dmz1.zbw/10011454376
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Corporate currency risk and hedging in Chile : real and financial effects
Álvarez, Roberto; Hansen, Erwin - 2017
This paper examines a panel (1994-2014) of Chilean non-financial firms, both publicly listed and private, which was built to analyze the determinants of the use of foreign currency debt and their potential consequences for firm investment and profitability. It is found that foreign assets and...
Persistent link: https://ebtypo.dmz1.zbw/10011626403
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Uncertainty, currency excess returns, and risk reversals
Husted, Lucas; Rogers, John; Sun, Bo - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011633961
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Do managerial risk-taking incentives influence firms’ exchange rate exposure?
Francis, Bill B.; Hasan, Iftekhar; Hunter, Delroy M.; … - 2017
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Persistent link: https://ebtypo.dmz1.zbw/10011706590
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The response of multinationals' foreign exchange rate exposure to macroeconomic news
Boudt, Kris; Neely, Christopher J.; Secru, Piet; … - 2017 - This version: July 20, 2017
Persistent link: https://ebtypo.dmz1.zbw/10011695566
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Empirical essays on financial risk management and strategy
Streit, Daniel - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011699178
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The Chinese Yuan special drawing right basket and currency risk management
Hassanain, Khalifa - In: International journal of economics and financial issues … 7 (2017) 5, pp. 512-516
Persistent link: https://ebtypo.dmz1.zbw/10011850293
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Currency risks in foreign trade as challenges for enterprises management system in Poland and Ukraine
Ksendzuk, Valentyna; Syvak, Olena - In: Journal of corporate responsibility and leadership : JCR&L 4 (2017) 2, pp. 55-71
Persistent link: https://ebtypo.dmz1.zbw/10011927376
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Foreign exchange liquidity in the Americas : report submitted by a study group established by the BIS CCA Consultative Group of Directors of Operations (CGDO) and chaired by Susan...
MacLaughlin, Susan (contributor) - Bank für Internationalen Zahlungsausgleich / … - 2017
This report discusses FX liquidity metrics and their drivers, reaching four conclusions. First, changes in FX markets have reduced the usefulness of some conventional FX liquidity metrics; several metrics need to be assessed together to give a better picture of market liquidity. Second, some...
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Persistent link: https://ebtypo.dmz1.zbw/10011657811
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Foreign exchange rate exposure of selected exporting companies from the Warsaw Stock Exchange
Drachal, Krzysztof - In: Global business & economics review 19 (2017) 1, pp. 15-37
Persistent link: https://ebtypo.dmz1.zbw/10011665598
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Exchange rates, expected returns and risk
Munro, Anella - 2014
Persistent link: https://ebtypo.dmz1.zbw/10010348369
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Realwirtschaftliche Hedgingstrategien im Währungsmanagement internationaler Unternehmen : eine vergleichende Analyse zwischen Automobilherstellern und Airlines
Kaumanns, Daniel; Engelhard, Johann - In: Betriebswirtschaftliche Forschung und Praxis : BFuP 71 (2019) 5, pp. 489-510
Persistent link: https://ebtypo.dmz1.zbw/10012116139
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Currency risk management : selected research papers : conference conducted by Department of Finance, GITAM Institute of Management, GITAM - Deemed to be University, Visakhapatnam,...
Prasad, M. S. V. (ed.); Sekhar, G. V. Satya (ed.) - GITAM Institute of Management - 2019
A Comparative Study of Forex Trade of India and China through Forecasting using Browns Method / Kamakshaiah Musunuru, Prof. S.S. Prasada Rao -- Indias Exchange Traded Currency Derivatives Market: An Overview / Gangineni Dhananjhay, Prof. S.S. Prasada Rao An Overview of the Foreign Exchange...
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Currency hedging over long horizons
Froot, Kenneth - In: Annals of economics and finance 20 (2019) 1, pp. 37-66
Persistent link: https://ebtypo.dmz1.zbw/10012110026
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Does incomplete spanning in international financial markets help to explain exchange rates?
Lustig, Hanno; Verdelhan, Adrien - In: The American economic review 109 (2019) 6, pp. 2208-2244
Persistent link: https://ebtypo.dmz1.zbw/10012029309
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Pricing risks across currency denominations
Maurer, Thomas A.; Tô, Thuy-Duong - In: Management science : journal of the Institute for … 65 (2019) 11, pp. 5308-5336
Persistent link: https://ebtypo.dmz1.zbw/10012125966
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A market-based indicator of currency risk: Evidence from American depositary receipts
Eichler, Stefan; Rövekamp, Ingmar - 2016
We introduce a novel currency risk measure based on American Depositary Receipts (ADRs). Using a multifactor pricing model, we exploit ADR investors? exposure to potential devaluation losses to derive an indicator of currency risk. Using weekly data for a sample of 831 ADRs located in 23...
Persistent link: https://ebtypo.dmz1.zbw/10011521177
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Pegxit Pressure: Evidence from the Classical Gold Standard
Mitchener, Kris James; Pina, Gonçalo - 2016
We develop a simple model that highlights the costs and benefits of fixed exchange rates as they relate to trade, and show that negative export-price shocks reduce fiscal revenue and increase the likelihood of an expected currency devaluation. Using a new high-frequency data set on...
Persistent link: https://ebtypo.dmz1.zbw/10011584911
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A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts
Eichler, Stefan; Roevekamp, Ingmar - 2016
We introduce a novel currency risk measure based on American Depositary Receipts (ADRs). Using a multifactor pricing model, we exploit ADR investors' exposure to potential devaluation losses to derive an indicator of currency risk. Using weekly data for a sample of 831 ADRs located in 23...
Persistent link: https://ebtypo.dmz1.zbw/10011439093
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Exchange rate risk premium : an analysis of its determinants for the Mexican Peso-USD
Benavides, Guillermo - 2016
The objective of this paper is to analyze what are the main determinants of the exchange rate risk premium (ERP). The empirical case is conducted for the daily Mexican peso-USD exchange rate for a sample period from 2007 until 2015. According to the results the ERP is influenced by several...
Persistent link: https://ebtypo.dmz1.zbw/10011496736
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Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach
Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16
Our aim is to investigate the sensitivity of financial sector stock returns to market, interest rate, and exchange rate risk in three financial sectors (financial services, banking, and insurance) in eight countries, including various European, the US, and China economies, over the period...
Persistent link: https://ebtypo.dmz1.zbw/10011450341
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A market-based indicator of currency risk : evidence from American depositary receipts
Eichler, Stefan; Rövekamp, Ingmar - 2016
We introduce a novel currency risk measure based on American Depositary Receipts (ADRs). Using a multifactor pricing model, we exploit ADR investors? exposure to potential devaluation losses to derive an indicator of currency risk. Using weekly data for a sample of 831 ADRs located in 23...
Persistent link: https://ebtypo.dmz1.zbw/10011443069
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Does the Yuan’s overseas expansion increase the currency exposure of Chinese financial firms?
Cuestas, Juan Carlos; Huang, Ying; Tang, Bo - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011490253
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Euro currency risk and the geography of debt flows to peripheral European Monetary Union members
Ersal-Kiziler, Eylem; Nguyen, Ha - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011560031
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Unconventional monetary policy and international risk premia
Rogers, John Harold; Scotti, Chiara; Wright, Jonathan H. - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011563129
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Operational hedging of exchange rate risks
Tscheke, Jan - 2016
Exchange rate exposure of firms diminishes when imported intermediates and exports are denominated in currencies that move together. Appreciations of the domestic currency, raising foreign currency export prices, then also reduce marginal costs, allowing firms to counter the increase in foreign...
Persistent link: https://ebtypo.dmz1.zbw/10011568538
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Pegxit pressure : evidence from the classical gold standard
Mitchener, Kris; Pina, Gonçalo - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011585472
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Global macro risks in currency excess returns
Berg, Kimberly A.; Mark, Nelson C. - 2016
We study a cross section of carry-trade-generated currency excess returns in terms of their exposure to global fundamental macroeconomic risk. The cross-country high-minuslow (HML) conditional skewness of the unemployment gap - our measure of global macroeconomic uncertainty - is a factor that...
Persistent link: https://ebtypo.dmz1.zbw/10011517046
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Survey based research in economics : essays on methodology, economic applications and long term processing of economic survey data
Bannert, Matthias - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011570764
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