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~accessRights:"restricted"
~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~subject:"Conditional heteroskedasticity"
~subject:"Schätzung"
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Conditional heteroskedasticity
Schätzung
Currency derivative
12
Währungsderivat
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10
Wechselkurs
10
Theorie
9
Theory
9
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Interest rate parity
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Foreign exchange market
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Forward premium puzzle
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Market microstructure
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Baillie, Richard
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Cho, Dooyeon
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Dahlquist, Magnus
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Della Corte, Pasquale
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Kim, Kun Ho
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Kozhan, Roman
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Neuberger, Anthony
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Advances in futures and options research : a research annual
Journal of empirical finance
Journal of financial economics
Journal of international money and finance
6
International review of economics & finance : IREF
5
Discussion paper / Centre for Economic Policy Research
3
Emerging markets, finance and trade : EMFT
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International review of financial analysis
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1
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
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2
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:
3
The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
Saved in:
4
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
5
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Saved in:
6
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:
7
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
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