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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Della Corte, Pasquale"
~subject:"Schätzung"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Schätzung
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Exchange rate
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Risikoprämie
5
Risk premium
5
Theorie
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Theory
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Della Corte, Pasquale
Phillips, Peter C. B.
66
Franses, Philip Hans
60
Gil-Alaña, Luis A.
53
Gupta, Rangan
41
Caporale, Guglielmo Maria
38
Koop, Gary
31
Taylor, Robert
30
Ghysels, Eric
29
Kumbhakar, Subal
29
Leybourne, Stephen James
29
Perron, Pierre
29
Serletis, Apostolos
29
Timmermann, Allan
28
Koopman, Siem Jan
27
Moosa, Imad A.
27
Pesaran, M. Hashem
27
Granger, C. W. J.
25
Harvey, Andrew C.
25
Hendry, David F.
25
Lütkepohl, Helmut
25
McAleer, Michael
25
Bollerslev, Tim
24
Engle, Robert F.
24
Herwartz, Helmut
24
Hong, Yongmiao
24
Mills, Terence C.
23
Wohar, Mark E.
23
Bahmani-Oskooee, Mohsen
22
Hecq, Alain W. J.
22
Taylor, Mark P.
22
Chang, Tsangyao
21
Peel, David
21
Diebold, Francis X.
20
Engsted, Tom
20
Fabozzi, Frank J.
20
Marcellino, Massimiliano
20
Newbold, Paul
20
Satchell, Stephen
20
Hassler, Uwe
19
Härdle, Wolfgang
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Journal of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
4
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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:
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