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subject:"USA"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working papers / Economics Department, Georgetown University"
~subject:"Risikoprämie"
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USA
Risikoprämie
Devisenmarkt
40
Foreign exchange market
40
Theorie
25
Theory
25
Market microstructure
13
Marktmikrostruktur
13
Exchange rate
12
Volatility
12
Volatilität
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Wechselkurs
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United States
11
Estimation
8
Schätzung
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Deutschland
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Germany
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Welt
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World
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Currency derivative
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Interest rate parity
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Risk premium
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US dollar
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US-Dollar
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1996
2
Capital income
2
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2
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English
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Evans, Martin D. D.
6
Lyons, Richard K.
3
Bollerslev, Tim
2
Andersen, Torben
1
Beltrametti, Luca F.
1
Campbell, John Y.
1
Dacorogna, Michel
1
Domowitz, Ian
1
Gençay, Ramazan
1
Giovannini, Alberto
1
Jagannathan, Raj
1
Jorion, Philippe
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
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Georgetown University / Economics Department
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Journal of economic dynamics & control
The journal of finance : the journal of the American Finance Association
Working papers / Economics Department, Georgetown University
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
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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
Applied economics letters
4
European economic review : EER
4
IMF working paper
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Journal of empirical finance
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Journal of financial markets
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Working papers on finance
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CFS working paper series
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ECONIS (ZBW)
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11
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
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12
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:
13
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:
14
The time variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
- In:
The journal of finance : the journal of the American …
44
(
1989
)
2
,
pp. 307-325
Persistent link: https://www.econbiz.de/10001072933
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