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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The European journal of finance"
~person:"Baillie, Richard"
~subject:"Estimation"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
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United States
Estimation
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Currency derivative
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Forward premium anomaly
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Baillie, Richard
Gupta, Rangan
10
Gil-Alaña, Luis A.
7
Ma, Feng
7
Caporale, Guglielmo Maria
6
Egger, Peter
6
Lee, Chien-chiang
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Narayan, Paresh Kumar
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Wohar, Mark E.
6
Baltagi, Badi H.
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Caporin, Massimiliano
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Herwartz, Helmut
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Kapetanios, George
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Karanasos, Menelaos
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Pierdzioch, Christian
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Xuan Vinh Vo
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Zaremba, Adam
5
Bouri, Elie
4
Chortareas, Georgios E.
4
Cipollini, Andrea
4
Cummins, Mark
4
Hayo, Bernd
4
Kim, Jae H.
4
Kumbhakar, Subal
4
Murinde, Victor
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Nonejad, Nima
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Urquhart, Andrew
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Westerlund, Joakim
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Yarovaya, Larisa
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Ap Gwilym, Owain
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Aslanidis, Nektarios
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Brooks, Chris
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Brooks, Robert
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Camarero Olivas, Mariam
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Cenesizoglu, Tolga
3
Cho, Dooyeon
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of financial analysis
Journal of empirical finance
The European journal of finance
Journal of international money and finance
3
International journal of forecasting
1
Journal of financial markets
1
Journal of risk and financial management : JRFM
1
Papers in honor of Patrick C. McMahon
1
The Korean economic review
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
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2
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:
3
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
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