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type:"article"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Kim, Kun Ho"
~subject:"Forward premium anomaly"
~subject:"Risikoprämie"
~subject:"Schätztheorie"
~subject:"Theory"
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Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
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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
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