//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Economic modelling"
~isPartOf:"Finanza imprese e mercati : quadrimestrale di finanza aziendale"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"CAPM"
~subject:"Welt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Currency derivative"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Welt
Currency derivative
63
Währungsderivat
63
Theorie
33
Theory
33
Exchange rate
19
USA
19
United States
19
Wechselkurs
19
Estimation
11
Risikoprämie
11
Risk premium
11
Schätzung
11
Devisenmarkt
10
Foreign exchange market
10
World
10
Interest rate parity
7
Time series analysis
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
7
Zinsparität
7
Derivat
6
Derivative
6
Großbritannien
6
United Kingdom
6
Exchange rate risk
5
Hedging
5
Währungsrisiko
5
Yield curve
5
Zinsstruktur
5
Currency option
4
Deutschland
4
Devisenoption
4
Germany
4
Japan
4
Portfolio selection
4
Portfolio-Management
4
Ankündigungseffekt
3
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
14
Italian
2
Author
All
Backus, David
1
Barone, Emilio
1
Bernoth, Kerstin
1
Bhatti, Razzaque H.
1
Bodurtha, James N.
1
Bucci, Antonella
1
Courtadon, Georges Robert
1
Dezhbakhsh, Hashem
1
Gregory, Allan W.
1
Hagen, Jürgen von
1
Hao, Xiangchao
1
Hilliard, Jimmy E.
1
Ibhagui, Oyakhilome
1
Kilic, Erdem
1
Madura, Jeff
1
Meulbroek, Lisa K.
1
Neely, Christopher J.
1
Nijman, Theodore E.
1
Paris, Francesco M.
1
Roon, Frans de
1
Shastri, Kuldeep
1
Sun, Qinru
1
Tandon, Kishore
1
Taylor, Stephen
1
Telmer, Chris I.
1
Tucker, Alan L.
1
Ulrich, Joshua M.
1
Veld, Chris H.
1
Vries, Casper G. de
1
Weller, Paul A.
1
Xie, Fang
1
Xu, Xinzhong
1
more ...
less ...
Published in...
All
Journal of money, credit and banking : JMCB
Economic modelling
Finanza imprese e mercati : quadrimestrale di finanza aziendale
Journal of financial and quantitative analysis : JFQA
The North American journal of economics and finance : a journal of financial economics studies
The journal of finance : the journal of the American Finance Association
Journal of international money and finance
18
Journal of international financial markets, institutions & money
9
The journal of futures markets
9
Discussion paper
8
International review of economics & finance : IREF
7
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
Journal of financial economics
6
NBER Working Paper
6
Advances in futures and options research : a research annual
5
BIS quarterly review : international banking and financial market developments
5
Journal of banking & finance
5
International finance discussion papers
4
International review of financial analysis
4
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
4
Working paper
4
Economics letters
3
Global finance journal
3
IMF working paper
3
IMF working papers
3
Journal of empirical finance
3
Journal of international economics
3
Pacific-Basin finance journal
3
Research paper / Federal Reserve Bank of New York
3
Review of financial economics : RFE
3
Review of futures markets
3
AFI
2
Applied economics
2
Applied economics letters
2
Debt, risk and liquidity in futures markets
2
European economic review : EER
2
International journal of finance & economics : IJFE
2
Journal of East Asian economic integration
2
Journal of monetary economics
2
Quarterly bulletin / Bank of England
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
2
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
2
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
3
Does foreign exchange derivatives market promote R&D? : International industry-level evidence
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Economic modelling
91
(
2020
),
pp. 33-42
Persistent link: https://www.econbiz.de/10012429014
Saved in:
4
Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem
- In:
Economic modelling
62
(
2017
),
pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
Saved in:
5
The existence of uncovered interest parity in the CIS countries
Bhatti, Razzaque H.
- In:
Economic modelling
40
(
2014
),
pp. 227-241
Persistent link: https://www.econbiz.de/10010425682
Saved in:
6
The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.
;
Weller, Paul A.
;
Ulrich, Joshua M.
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003865573
Saved in:
7
Pricing term structure risk in futures markets
Roon, Frans de
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001243201
Saved in:
8
Foreign exchange forward and futures prices : are they equal?
Dezhbakhsh, Hashem
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001166026
Saved in:
9
The term structure of volatility implied by foreign exchange options
Xu, Xinzhong
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001166027
Saved in:
10
Un modello di valutazione degli Swaps in valuta : implicazioni teoriche
Paris, Francesco M.
- In:
Finanza imprese e mercati : quadrimestrale di finanza …
6
(
1994
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10001170833
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->