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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Della Corte, Pasquale"
~subject:"Schätzung"
~subject:"Wechselkurs"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Schätzung
Wechselkurs
Welt
Exchange rate
5
Risikoprämie
5
Risk premium
5
Theorie
5
Theory
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Volatilität
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Country risk
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1996-2011
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Efficient currency portfolios
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Della Corte, Pasquale
Phillips, Peter C. B.
66
Franses, Philip Hans
61
Gil-Alaña, Luis A.
56
Gupta, Rangan
44
Caporale, Guglielmo Maria
41
Taylor, Mark P.
35
MacDonald, Ronald
34
Bahmani-Oskooee, Mohsen
32
Koop, Gary
32
Moosa, Imad A.
31
Serletis, Apostolos
31
Taylor, Robert
30
Timmermann, Allan
30
Ghysels, Eric
29
Kumbhakar, Subal
29
Leybourne, Stephen James
29
Perron, Pierre
29
Bollerslev, Tim
28
Koopman, Siem Jan
27
Pesaran, M. Hashem
27
Hendry, David F.
26
Herwartz, Helmut
26
Granger, C. W. J.
25
Harvey, Andrew C.
25
Hong, Yongmiao
25
Lütkepohl, Helmut
25
McAleer, Michael
25
Wohar, Mark E.
25
Engle, Robert F.
24
Mills, Terence C.
24
Peel, David
24
Devereux, Michael B.
22
Diebold, Francis X.
22
Hecq, Alain W. J.
22
Chang, Tsangyao
21
Hsing, Yu
21
Marcellino, Massimiliano
21
Satchell, Stephen
21
Engel, Charles
20
Engsted, Tom
20
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Journal of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The review of financial studies
1
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ECONIS (ZBW)
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1
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
2
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
3
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
4
Volatility risk premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
Saved in:
5
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3491-3530
Persistent link: https://www.econbiz.de/10003885717
Saved in:
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