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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Risikoprämie"
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Risikoprämie
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141
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Optionspreistheorie
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Benth, Fred Espen
2
Boucher Breuer, Janice
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Ahmed, Wajid Shakeel
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Bouchaud, Jean-Philippe
1
Chen, Xinfu
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Di Nunno, Giulia
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1
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1
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Advances in futures and options research : a research annual
Applied mathematical finance
International journal of finance & economics : IJFE
Journal of banking & finance
31
The journal of futures markets
30
Energy economics
27
Journal of international money and finance
27
NBER working paper series
27
NBER Working Paper
24
Working paper / National Bureau of Economic Research, Inc.
21
International review of financial analysis
19
Journal of financial economics
16
Journal of empirical finance
15
Journal of international financial markets, institutions & money
15
Applied financial economics
14
International review of economics & finance : IREF
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Discussion paper / Centre for Economic Policy Research
11
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
10
Working paper
10
International journal of theoretical and applied finance
8
Discussion papers / CEPR
7
Economics letters
7
Quantitative finance
7
Research paper series / Swiss Finance Institute
7
Annals of finance
6
Applied economics
6
Economic modelling
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
The energy journal
6
Discussion papers in economics
5
European journal of operational research : EJOR
5
Finance research letters
5
Journal of commodity markets
5
Journal of econometrics
5
Journal of financial markets
5
Journal of money, credit and banking : JMCB
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Swiss Finance Institute Research Paper
5
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ECONIS (ZBW)
13
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1
Do forward premium rates predict the spot rates? : comparison of developed and emerging economies
Ahmed, Wajid Shakeel
;
Khattak, Shoaib
;
Ahmed, Ijlal
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2178-2187
Persistent link: https://www.econbiz.de/10014253691
Saved in:
2
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
3
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
4
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
5
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
6
Term effects and the time-varying risk premium in tests of forward foreign exchange rate unbiasedness
Boucher Breuer, Janice
- In:
International journal of finance & economics : IJFE
5
(
2000
)
3
,
pp. 211-220
Persistent link: https://www.econbiz.de/10001519403
Saved in:
7
Day-of-week effects in tests of forward foreign exchange rate unbiasedness
Boucher Breuer, Janice
- In:
International journal of finance & economics : IJFE
4
(
1999
)
3
,
pp. 193-204
Persistent link: https://www.econbiz.de/10001434332
Saved in:
8
Time-varying/sing-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
- In:
International journal of finance & economics : IJFE
3
(
1998
)
3
,
pp. 241-259
Persistent link: https://www.econbiz.de/10001434209
Saved in:
9
The performance of currency hedge funds and the yen/USD carry trade
Peltomäki, Jarkko
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 103-113
Persistent link: https://www.econbiz.de/10009159831
Saved in:
10
Risk premia and the variation of stock index
futures
Scott, Louis O.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 215-234
Persistent link: https://www.econbiz.de/10001339376
Saved in:
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