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subject:"Foreign exchange market"
~isPartOf:"Applied economics letters"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Währungsrisiko"
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Foreign exchange market
Estimation
Kapitaleinkommen
Währungsrisiko
Currency derivative
9
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9
Devisenmarkt
3
Theorie
3
Theory
3
Arbitrage
2
Exchange rate
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Risikoprämie
2
Risk premium
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Schätzung
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Swap
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currency futures
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Huang, Jianfeng
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Han, Bing
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Hession, Niall
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Lu, Wencong
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Applied economics letters
Journal of international money and finance
33
The journal of futures markets
20
NBER working paper series
19
NBER Working Paper
16
Journal of international financial markets, institutions & money
14
Wiley trading series
12
Working paper / National Bureau of Economic Research, Inc.
12
International review of economics & finance : IREF
10
The European journal of finance
9
Wiley trading
8
Applied financial economics
7
Discussion paper / Centre for Economic Policy Research
7
Economic modelling
7
European economic review : EER
7
Global finance journal
7
International review of financial analysis
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Journal of banking & finance
7
Discussion paper
6
Economics letters
6
Finance research letters
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Journal of financial and quantitative analysis : JFQA
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Applied economics
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International journal of finance & economics : IJFE
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Journal of empirical finance
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Journal of financial economics
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Journal of international economics
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Pacific-Basin finance journal
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BIS quarterly review : international banking and financial market developments
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CESifo working papers
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DIW Berlin Discussion Paper
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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International journal of economics and financial issues : IJEFI
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Triangular arbitrage across forex and cryptocurrency markets during the COVID-19 crisis : a MRS-AR approach
Huang, Jianfeng
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1352-1357
Persistent link: https://www.econbiz.de/10013412175
Saved in:
2
Forex swap premiums, shock response and covered profits : an ARDL-EGARCH model analysis
Huang, Jianfeng
;
Lu, Wencong
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1705-1708
Persistent link: https://www.econbiz.de/10012204888
Saved in:
3
Return seasonality in the foreign exchange market
Tse, Yiuman
- In:
Applied economics letters
25
(
2018
)
1
,
pp. 5-8
Persistent link: https://www.econbiz.de/10011853573
Saved in:
4
Nonlinearity as an explanation of the forward exchange rate anomaly
Bond, Derek
;
Harrison, Michael J.
;
Hession, Niall
; …
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1237-1239
Persistent link: https://www.econbiz.de/10008938328
Saved in:
5
Is the forward premium puzzle universal?
Han, Bing
- In:
Applied economics letters
11
(
2004
)
2
,
pp. 131-134
Persistent link: https://www.econbiz.de/10001927761
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