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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"
~subject:"CAPM"
~subject:"Schätzung"
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CAPM
Schätzung
Currency derivative
48
Währungsderivat
48
Theorie
26
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26
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17
Wechselkurs
17
USA
13
United States
13
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Ahn, Dong-Hyun
1
Andrada Félix, Julián
1
Bernoth, Kerstin
1
Bhatti, Razzaque H.
1
Bodurtha, James N.
1
Courtadon, Georges Robert
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1
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1
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1
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1
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1
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1
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1
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1
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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
Journal of international money and finance
18
The journal of futures markets
12
Journal of financial economics
9
Discussion paper
8
NBER working paper series
8
Applied financial economics
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
NBER Working Paper
7
Advances in futures and options research : a research annual
5
Discussion paper / Centre for Economic Policy Research
5
Global finance journal
5
The European journal of finance
5
Working paper / National Bureau of Economic Research, Inc.
5
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Journal of empirical finance
4
Working paper
4
CESifo working papers
3
DIW Berlin Discussion Paper
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Journal of applied econometrics
3
Pacific-Basin finance journal
3
AFI
2
Annals of finance
2
Applied economics
2
Applied economics letters
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Discussion paper / Tinbergen Institute
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2
Emerging markets review
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FRB of New York Staff Report
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Finance research letters
2
Finanza imprese e mercati : quadrimestrale di finanza aziendale
2
International journal of bonds and derivatives
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ECONIS (ZBW)
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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
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
3
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:
4
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:
5
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
Saved in:
6
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
7
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
8
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:
9
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:
10
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:
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