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subject:"Currency derivative"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Covered interest parity"
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Currency derivative
Theory
Interest rate parity
14
Zinsparität
14
Exchange rate
9
Wechselkurs
9
Estimation
8
Schätzung
8
Währungsderivat
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Risikoprämie
7
Risk premium
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Theorie
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Deutschland
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Germany
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Uncovered interest rate parity
4
Yield curve
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Zinsstruktur
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Großbritannien
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United Kingdom
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Arbitrage
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Carry trade
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Currency speculation
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Devisenmarkt
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Exchange rate risk
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Exchange rates
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Foreign exchange market
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Forward premium anomaly
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Regression analysis
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Regressionsanalyse
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US dollar
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US-Dollar
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Uncovered interest parity
2
Volatility
2
Volatilität
2
Welt
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World
2
Währungsrisiko
2
Währungsspekulation
2
1976-1998
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Allgemeines Gleichgewicht
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Baillie, Richard
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Cho, Dooyeon
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Dahlquist, Magnus
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Jurek, Jakub W.
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Kim, Kun Ho
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1
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1
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IMF working papers
Journal of empirical finance
Journal of financial economics
Journal of international money and finance
31
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13
International review of economics & finance : IREF
11
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ECONIS (ZBW)
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1
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
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2
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
3
The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
Saved in:
4
Credit migration and covered interest rate parity
Liao, Gordon Y.
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
Saved in:
5
Uncovered interest parity : the long and the short of it
Lothian, James R.
- In:
Journal of empirical finance
36
(
2016
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
Saved in:
6
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
7
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
8
Crash-neutral currency carry trades
Jurek, Jakub W.
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 325-347
Persistent link: https://www.econbiz.de/10010495135
Saved in:
9
Testing forward rate unbiasedness allowing for persistent regressors
Liu, Wei
;
Maynard, Alex
- In:
Journal of empirical finance
12
(
2005
)
5
,
pp. 613-628
Persistent link: https://www.econbiz.de/10003190328
Saved in:
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