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subject:"USA"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Risk premium"
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USA
Risk premium
Devisenmarkt
29
Foreign exchange market
29
Theorie
19
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19
Volatility
11
Volatilität
11
United States
10
Estimation
5
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5
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4
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US dollar
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12
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English
12
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Bollerslev, Tim
2
Andersen, Torben
1
Bekaert, Geert
1
Beltrametti, Luca F.
1
Campbell, John Y.
1
Chernov, Mikhail
1
Dacorogna, Michel
1
Domowitz, Ian
1
Evans, Martin D. D.
1
Gençay, Ramazan
1
Giovannini, Alberto
1
Jagannathan, Raj
1
Jorion, Philippe
1
Lin, Wen-ling Tsai
1
Mancini, Loriano
1
Medeiros, Karine Serfaty-de
1
Olsen, Richard
1
Pictet, Olivier
1
Ranaldo, Angelo
1
Viceira, Luis M.
1
Wang, Jian-xin
1
Wrampelmeyer, Jan
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of economic dynamics & control
The journal of finance : the journal of the American Finance Association
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
International finance discussion papers
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
Economic modelling
5
International journal of finance & economics : IJFE
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 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
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ECONIS (ZBW)
12
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1
Liquidity in the foreign exchange market : measurement, commonality, and risk premiums
Mancini, Loriano
;
Ranaldo, Angelo
;
Wrampelmeyer, Jan
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1805-1841
Persistent link: https://www.econbiz.de/10010204844
Saved in:
2
Global currency hedging
Campbell, John Y.
;
Medeiros, Karine Serfaty-de
; …
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 87-121
Persistent link: https://www.econbiz.de/10003923937
Saved in:
3
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
4
On the role of risk premia in volatility forecasting
Chernov, Mikhail
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 411-426
Persistent link: https://www.econbiz.de/10003566051
Saved in:
5
Foreign exchange trading models and market behavior
Gençay, Ramazan
;
Dacorogna, Michel
;
Olsen, Richard
; …
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 909-935
Persistent link: https://www.econbiz.de/10001734446
Saved in:
6
FX trading and exchange rate dynamics
Evans, Martin D. D.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
6
,
pp. 2405-2447
Persistent link: https://www.econbiz.de/10001721527
Saved in:
7
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
8
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10001214326
Saved in:
9
A learning-to-forecast experiment on the foreign exchange market with a classifier system
Beltrametti, Luca F.
(
contributor
)
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1543-1575
Persistent link: https://www.econbiz.de/10001222031
Saved in:
10
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
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