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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of money, credit and banking : JMCB"
~subject:"Forward premium anomaly"
~subject:"Theory"
~subject:"Wechselkurs"
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Search: subject_exact:"Currency futures"
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Forward premium anomaly
Theory
Wechselkurs
Currency derivative
38
Währungsderivat
38
Theorie
26
USA
12
United States
12
Risikoprämie
10
Risk premium
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CAPM
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Baillie, Richard
2
Cho, Dooyeon
2
Hauser, Shmuel
2
Sibert, Anne C.
2
Yaari, Uzi
2
Bernoth, Kerstin
1
Charlebois, Maxime
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Choi, Kyongwook
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Advances in futures and options research : a research annual
Journal of empirical finance
Journal of money, credit and banking : JMCB
Journal of international money and finance
64
NBER working paper series
37
The journal of futures markets
37
NBER Working Paper
32
Working paper / National Bureau of Economic Research, Inc.
23
Applied financial economics
16
Journal of international financial markets, institutions & money
16
Discussion paper / Centre for Economic Policy Research
15
Discussion paper
13
Economics letters
13
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
11
IMF working paper
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Journal of international economics
11
EUI working paper / ECO
10
European economic review : EER
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Journal of banking & finance
10
Economic modelling
9
IMF working papers
9
International review of economics & finance : IREF
9
The European journal of finance
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Applied economics
8
Discussion paper / Tinbergen Institute
8
Global finance journal
8
International economic journal
8
Journal of financial economics
8
The Manchester School of Economic and Social Studies
8
Working paper
8
Discussion papers / CEPR
7
Finance research letters
7
The North American journal of economics and finance : a journal of financial economics studies
7
Diskussionsbeiträge / 2
6
International journal of economics and finance
6
Journal of applied econometrics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Open economies review
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ECONIS (ZBW)
28
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1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
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
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:
4
Central bank policy paths and market forward rates : a simple model
De Graeve, Ferre
;
Iversen, Jens
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
6
,
pp. 1197-1224
Persistent link: https://www.econbiz.de/10011946559
Saved in:
5
Uncovered interest parity : the long and the short of it
Lothian, James R.
- In:
Journal of empirical finance
36
(
2016
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
Saved in:
6
Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
32
(
2015
),
pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
Saved in:
7
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:
8
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:
9
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:
10
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
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