//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Estimation"
~person:"Baillie, Richard"
~person:"Boucher Breuer, Janice"
~subject:"Risk premium"
~subject:"Währungsderivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Forward exchange market"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Risk premium
Währungsderivat
Currency derivative
22
Risikoprämie
12
Theorie
11
Theory
11
Schätzung
8
Interest rate parity
7
Zinsparität
7
Exchange rate
6
Wechselkurs
6
Estimation theory
5
Schätztheorie
5
Forward premium anomaly
4
Japan
4
Rational expectations
4
Rationale Erwartung
4
Welt
4
World
4
Deutschland
3
Devisenmarkt
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Foreign exchange market
3
Germany
3
Regression analysis
3
Regressionsanalyse
3
USA
3
United States
3
Currency crisis
2
Dynamic regressions
2
Exchange rate policy
2
Großbritannien
2
Portfolio selection
2
Portfolio-Management
2
Time series analysis
2
US dollar
2
US-Dollar
2
Uncovered interest parity
2
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
15
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
21
Spanish
1
Author
All
Baillie, Richard
Boucher Breuer, Janice
Broll, Udo
59
Zilcha, Itzhak
27
Wahl, Jack E.
25
Taylor, Mark P.
21
Baba, Naohiko
17
Bernoth, Kerstin
16
Hagen, Jürgen von
16
Kit, Pong Wong
16
Näslund, Bertil
16
Hodrick, Robert J.
15
Levich, Richard M.
15
McCurdy, Thomas H.
15
Dumas, Bernard
14
Jennergren, Lars Peter
14
Sarno, Lucio
13
Vries, Casper G. de
13
Morgan, Ieuan G.
12
Tornell, Aaron
12
Cheung, Yin-Wong
11
Frankel, Jeffrey A.
11
Röthig, Andreas
11
Wolff, Christiaan Cornelis Petrus
11
Moore, Michael J.
10
Thomas, Lee R.
10
Tucker, Alan L.
10
Ghosh, Dilip K.
9
Gourinchas, Pierre-Olivier
9
Ibhagui, Oyakhilome
9
MacDonald, Ronald
9
Obstfeld, Maurice
9
Sercu, Piet
9
Tse, Yiuman
9
Bacchetta, Philippe
8
Batten, Jonathan A.
8
Bekaert, Geert
8
Chesney, Marc
8
Clarida, Richard H.
8
Diebold, Francis X.
8
more ...
less ...
Published in...
All
Journal of international money and finance
3
International journal of finance & economics : IJFE
2
Journal of empirical finance
2
Journal of macroeconomics
2
Review of financial economics : RFE
2
Working paper series / Federal Reserve Bank of Atlanta
2
Global finance journal
1
Información comercial española : ICE : revista de economía
1
Journal of financial markets
1
Research memorandum / METEOR
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
Working paper
1
Working paper / Federal Reserve Bank of Cleveland
1
Working papers / Penn Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
3
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:
4
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
5
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard
;
Chang, Sanders S.
- In:
Journal of financial markets
14
(
2011
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
Saved in:
6
Exchange rates and international financial assets : a special issue in honor of Stanley W. Black
Cushman, David O.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003616393
Saved in:
7
Exchange rates and international financial assets : a special isse in honor of Stanley W. Black
Cushman, David O.
;
Boucher Breuer, Janice
- In:
Review of financial economics : RFE
16
(
2007
)
3
,
pp. 231-234
Persistent link: https://www.econbiz.de/10003616399
Saved in:
8
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard
;
Kiliç, Rehim
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 22-47
Persistent link: https://www.econbiz.de/10003274895
Saved in:
9
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard
(
contributor
);
Kiliç, Rehim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003001886
Saved in:
10
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->