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subject:"Zinsstruktur"
~isPartOf:"Journal of empirical finance"
~subject:"Deutschland"
~subject:"Schätzung"
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Zinsstruktur
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Currency derivative
15
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Theorie
11
Theory
11
Risikoprämie
6
Risk premium
6
Exchange rate
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Baillie, Richard
2
Cho, Dooyeon
2
Choi, Kyongwook
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Cummins, Mark
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Fu, Hsuan
1
Kearney, Fearghal
1
Kim, Kun Ho
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Luger, Richard
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Journal of empirical finance
Journal of international money and finance
22
NBER Working Paper
17
NBER working paper series
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The journal of futures markets
15
Discussion paper / Centre for Economic Policy Research
11
Working paper / National Bureau of Economic Research, Inc.
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Journal of international financial markets, institutions & money
10
International review of economics & finance : IREF
8
Applied financial economics
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Journal of financial economics
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The European journal of finance
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Global finance journal
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance research letters
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HKIMR working paper
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International journal of economics and finance
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Journal of banking & finance
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Journal of economics and finance
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Journal of foreign exchange and international finance : JFEIF
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Journal of money, credit and banking : JMCB
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Southern economic journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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AFI
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ECONIS (ZBW)
6
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1
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
2
Using extracted forward rate term structure information to forecast foreign exchange rates
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
Journal of empirical finance
53
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012171702
Saved in:
3
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:
4
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
5
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
Saved in:
6
Structural change in the forward discount : implications for the forward rate unbiasedness hypothesis
Sakoulis, Georgios
;
Zivot, Eric
;
Choi, Kyongwook
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 957-966
Persistent link: https://www.econbiz.de/10009267231
Saved in:
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