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isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Risk premium"
~subject:"Welt"
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Risk premium
Welt
Devisenmarkt
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79
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31
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Byrne, Joseph P.
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Sakemoto, Ryuta
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Pacific-Basin finance journal
Journal of international financial markets, institutions & money
Journal of international money and finance
45
NBER working paper series
34
Working paper / National Bureau of Economic Research, Inc.
34
NBER Working Paper
32
Discussion paper / Centre for Economic Policy Research
22
Journal of banking & finance
18
BIS quarterly review : international banking and financial market developments
14
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Research in international business and finance
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International review of financial analysis
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International journal of finance & economics : IJFE
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Global finance journal
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The review of financial studies
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An Elgar reference collection
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Economics letters
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Europäische Hochschulschriften / 5
5
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Journal of international economics
5
SpringerLink / Bücher
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
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Working papers on finance
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Atlantic economic journal : AEJ
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BIS Quarterly Review, December 2019
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ECONIS (ZBW)
21
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1
Currency carry trade : the decline in performance after the 2008 Global Financial Crisis
Fan, Zhenzhen
;
Paseka, Alexander
;
Qi, Zhen
;
Zhang, Qi
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013412772
Saved in:
2
Conditionally-hedged currency carry trades
Choi, Jin-ho
;
Suh, Sangwon
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013358798
Saved in:
3
Currency momentum strategies based on the Chinese Yuan : timing of foreign exchange volatility
Hsu, Ching-Chi
;
Chen, Miao-Ling
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012800675
Saved in:
4
The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies
Keefe, Helena Glebocki
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012801531
Saved in:
5
To hedge or not to hedge : carry trade dynamics in the emerging economies
Geyikçi, Utku Bora
;
Özyıldırım, Süheyla
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012802157
Saved in:
6
The conditional volatility premium on currency portfolios
Byrne, Joseph P.
;
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803308
Saved in:
7
Volatility and dynamic currency hedging
Cho, Jae-Beom
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012495677
Saved in:
8
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
9
Solvency risk premia and the carry trades
Orlov, Vitaly
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 50-67
Persistent link: https://www.econbiz.de/10012127961
Saved in:
10
Out-of-sample exchange rate predictability in emerging markets : fundamentals versus technical analysis
Jamali, Ibrahim
;
Yamani, Ehab
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 241-263
Persistent link: https://www.econbiz.de/10012128296
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