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type_genre:"Nachschlagewerk"
~person:"Baba, Naohiko"
~person:"Baillie, Richard"
~person:"Chan, Kam C."
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Currency derivative"
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Currency derivative
19
Währungsderivat
19
Interest rate parity
7
Zinsparität
7
Estimation
6
Risikoprämie
6
Risk premium
6
Schätzung
6
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6
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Baba, Naohiko
Baillie, Richard
Chan, Kam C.
Broll, Udo
27
Wahl, Jack E.
12
Kit, Pong Wong
10
Tucker, Alan L.
10
Taylor, Mark P.
9
Zilcha, Itzhak
9
Fung, Hung-gay
7
Lien, Da-hsiang Donald
7
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7
Tse, Yiuman
7
Wolff, Christiaan Cornelis Petrus
7
Boucher Breuer, Janice
6
Ghosh, Dilip K.
6
MacDonald, Ronald
6
McMahon, Patrick C.
6
Peel, David
6
Bhargava, Vivek
5
Chesney, Marc
5
Cho, Dooyeon
5
Cifarelli, Giulio
5
Herbst, Anthony F.
5
Kumar, Satish
5
McCurdy, Thomas H.
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5
Moosa, Imad A.
5
Ngama, Yerima Lawan
5
Parhizgari, Ali M.
5
Pippenger, John E.
5
Shastri, Kuldeep
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Tandon, Kishore
5
Taylor, Stephen
5
Barkoulas, John T.
4
Batten, Jonathan A.
4
Caples, Stephen C.
4
Cavaglia, Stefano M.
4
Chong, James
4
DeMaskey, Andrea L.
4
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Journal of international money and finance
4
Journal of empirical finance
3
Journal of banking & finance
2
BIS quarterly review : international banking and financial market developments
1
European financial management : the journal of the European Financial Management Association
1
Información comercial española : ICE : revista de economía
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of financial markets
1
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1
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1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
19
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19
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
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
Saved in:
4
Dislocations in the won-dollar swap markets during the crisis of 2007 - 2009
Baba, Naohiko
;
Shim, Ilhyock
- In:
International journal of finance & economics : IJFE
19
(
2014
)
4
,
pp. 279-302
Persistent link: https://www.econbiz.de/10010471898
Saved in:
5
When and how US dollar shortages evolved into the full crisis? : evidence from the cross-currency swap market
Baba, Naohiko
;
Sakurai, Yuji
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1450-1463
Persistent link: https://www.econbiz.de/10009244966
Saved in:
6
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard
;
Chang, Sanders S.
- In:
Journal of financial markets
14
(
2011
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
Saved in:
7
Business cycles and net buying pressure in the S&P 500 futures options
Chan, Kam C.
;
Chen, Carl R.
;
Lung, Peter P.
- In:
European financial management : the journal of the …
16
(
2010
)
4
,
pp. 624-657
Persistent link: https://www.econbiz.de/10008658800
Saved in:
8
From turmoil to crisis : dislocations in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko
;
Packer, Frank
- In:
Journal of international money and finance
28
(
2009
)
8
,
pp. 1350-1374
Persistent link: https://www.econbiz.de/10003929180
Saved in:
9
Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko
;
Packer, Frank
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
Saved in:
10
The spillover of money market turbulence to FX swap and cross-currency swap markets
Baba, Naohiko
;
Packer, Frank
;
Nagano, Teppei
- In:
BIS quarterly review : international banking and …
(
2008
),
pp. 73-86
Persistent link: https://www.econbiz.de/10003669968
Saved in:
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