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isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Economic modelling"
~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:"Portfolio-Management"
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Journal of money, credit and banking : JMCB
Economic modelling
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
The journal of futures markets
8
Journal of international financial markets, institutions & money
7
Journal of international money and finance
7
Advances in futures and options research : a research annual
5
Discussion paper
5
Journal of financial economics
5
NBER working paper series
4
Finanzmarkt und Portfolio-Management
3
International review of financial analysis
3
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3
The review of financial studies
3
Working paper
3
A Probus guide to world markets
2
Finance research letters
2
Finanza imprese e mercati : quadrimestrale di finanza aziendale
2
Global finance journal
2
Journal of East Asian economic integration
2
Journal of banking & finance
2
Pacific-Basin finance journal
2
Review of financial economics : RFE
2
Review of futures markets
2
The European journal of finance
2
The economic record : er
2
The journal of applied business research
2
Working paper / National Bureau of Economic Research, Inc.
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1
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1
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1
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1
Asia-Pacific journal of risk and insurance : APJRI
1
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Cahier / Institut de Gestion Bancaire et Financière, Ecole des Hautes Etudes Commerciales, Université de Lausanne
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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
Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406
Saved in:
3
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:
4
Common factors and local factors : implications for term structures and exchange rates
Ahn, Dong-Hyun
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 69-102
Persistent link: https://www.econbiz.de/10001988559
Saved in:
5
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:
6
Accounting for forward rates in markets for foreign currency
Backus, David
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
Saved in:
7
On universal currency hedges
Adler, Michael
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10001122228
Saved in:
8
A comparison of forward and futures prices of an interest rate-sensitive financial asset
Meulbroek, Lisa K.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001124486
Saved in:
9
Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001106740
Saved in:
10
Implied spot rates as predictors of currency returns : a note
Peterson, David R.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
1
,
pp. 247-258
Persistent link: https://www.econbiz.de/10001057962
Saved in:
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