//--> //--> //--> //-->
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:"USA"
~isPartOf:"Economic modelling"
~isPartOf:"International finance discussion papers"
~subject:"Risikoprämie"
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:"Currency market"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Risikoprämie
Devisenmarkt
54
Foreign exchange market
54
Exchange rate
26
Wechselkurs
26
Theorie
21
Theory
21
Volatility
18
Volatilität
18
Estimation
11
Schätzung
11
United States
11
Welt
10
World
10
Exchange rate risk
6
Währungsrisiko
6
ARCH model
5
ARCH-Modell
5
Capital income
5
Contagion effect
5
Currency crisis
5
Currency derivative
5
Currency speculation
5
Forecasting model
5
Kapitaleinkommen
5
Market microstructure
5
Marktmikrostruktur
5
Prognoseverfahren
5
Risk premium
5
Spillover effect
5
Spillover-Effekt
5
Währungsderivat
5
Währungskrise
5
Währungsspekulation
5
Aktienmarkt
4
Ankündigungseffekt
4
Announcement effect
4
Ansteckungseffekt
4
Exchange rate policy
4
more ...
less ...
Online availability
All
Free
5
Undetermined
3
Type of publication
All
Book / Working Paper
10
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
9
Working Paper
9
Article in journal
5
Aufsatz in Zeitschrift
5
Graue Literatur
4
Non-commercial literature
4
Language
All
English
15
Author
All
Howorka, Edward
3
Chaboud, Alain P.
2
Chernenko, Sergey V.
2
Andersen, Torben
1
Berger, David
1
Berger, David W.
1
Bollerslev, Tim
1
Broll, Michael
1
Chaboud, Alain
1
Diebold, Francis X.
1
Dominguez, Kathryn M.
1
Fan, Zhenzhen
1
Freeman, Richard
1
Hjalmarsson, Erik
1
Ibhagui, Oyakhilome
1
Iyer, Raj S. Krishnasami
1
Jiménez-Martín, Juan-Ángel
1
Kawai, Masahiro
1
Kilic, Erdem
1
Kohlhagen, Steven W.
1
Krishnasami Iyer, Raj S.
1
Liu, David
1
Londono, Juan M.
1
Lowrey, Barbara R.
1
Malliaropulos, Dimitrios
1
Novales, Alfonso
1
Smith, Ralph W.
1
Vega, Clara
1
Xiao, Xiao
1
more ...
less ...
Published in...
All
Economic modelling
International finance discussion papers
Working paper / National Bureau of Economic Research, Inc.
34
Journal of international money and finance
31
Journal of international financial markets, institutions & money
18
Journal of banking & finance
15
NBER Working Paper
12
NBER working paper series
12
The review of financial studies
11
Discussion paper / Centre for Economic Policy Research
10
Journal of financial economics
9
The review of economics and statistics
9
International review of financial analysis
8
Applied financial economics
7
Economics letters
7
Journal of international economics
7
Journal of multinational financial management
7
Applied economics
6
Discussion papers / CEPR
6
Global finance journal
6
Journal of money, credit and banking : JMCB
6
The journal of futures markets
6
The journal of trading
6
CESifo working papers
5
International journal of finance & economics : IJFE
5
The journal of finance : the journal of the American Finance Association
5
Working paper
5
Working papers / Economics Department, Georgetown University
5
Applied economics letters
4
European economic review : EER
4
IMF working paper
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Journal of financial markets
4
Working papers on finance
4
CFS working paper series
3
Discussion paper
3
Discussion paper / Centre for Economic Forecasting
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper / Tinbergen Institute
3
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
US equity tail risk and currency risk premia
Fan, Zhenzhen
;
Londono, Juan M.
;
Xiao, Xiao
-
2019
-
This version: July 2019
Persistent link: https://www.econbiz.de/10012065069
Saved in:
2
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
3
Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem
- In:
Economic modelling
62
(
2017
),
pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
Saved in:
4
The skewness risk premium in currency markets
Broll, Michael
- In:
Economic modelling
58
(
2016
),
pp. 494-511
Persistent link: https://www.econbiz.de/10011647522
Saved in:
5
Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2006
Persistent link: https://www.econbiz.de/10003393564
Saved in:
6
What drives volatility persistence in the foreign exchange market?
Berger, David
;
Chaboud, Alain
;
Hjalmarsson, Erik
; …
-
2006
Persistent link: https://www.econbiz.de/10003331634
Saved in:
7
Order flow and exchange rate dynamics in electronic brokerage system data
Berger, David W.
;
Chaboud, Alain P.
;
Chernenko, Sergey V.
; …
-
2005
Persistent link: https://www.econbiz.de/10002747674
Saved in:
8
The high-frequency effects of US macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market
Chaboud, Alain P.
;
Chernenko, Sergey V.
;
Howorka, Edward
; …
-
2004
Persistent link: https://www.econbiz.de/10002515848
Saved in:
9
State-uncertainty preferences and the risk premium in the exchange rate market
Jiménez-Martín, Juan-Ángel
;
Novales, Alfonso
- In:
Economic modelling
27
(
2010
)
5
,
pp. 1043-1053
Persistent link: https://www.econbiz.de/10008824915
Saved in:
10
A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios
- In:
Economic modelling
14
(
1997
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->