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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Metamorphosis : a journal of management research"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~type:"article"
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Search: subject_exact:"Currency futures"
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Kointegration
Prognoseverfahren
Currency derivative
39
Währungsderivat
39
Theorie
21
Theory
21
Risikoprämie
13
Risk premium
13
Exchange rate
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Biswas, Basudeb
1
Chatterjee, Devalina
1
Chong, James
1
Cummins, Mark
1
Elyasiani, Elyas
1
Fu, Hsuan
1
Kearney, Fearghal
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Kellard, Neil
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Kremer, Robert
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1
Puri, Tribhuvan N.
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Applied financial economics
Journal of empirical finance
Metamorphosis : a journal of management research
Journal of international money and finance
6
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of forecasting
4
Applied economics
3
Energy economics
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
The review of economics and statistics
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Advances in investment analysis and portfolio management : a research annual
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Finance research letters
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Global finance journal
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Journal of financial management and analysis : international review of finance
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Journal of multinational financial management
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Advances in financial planning and forecasting
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Applied financial economics letters
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Economia internazionale
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Economic modelling
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Economics letters
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Economie & prévision : EP
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of Joon Y. Park : econometric theory
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Finance a úvěr
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Global business and finance review
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
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:
2
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:
3
Explaining forward rate unbiasedness hypothesis: the risk premium approach
Chatterjee, Devalina
;
Biswas, Basudeb
- In:
Metamorphosis : a journal of management research
8
(
2009
)
2
,
pp. 19-30
Persistent link: https://www.econbiz.de/10003976553
Saved in:
4
Improving the accuracy of forward exchange rate forecasts by correcting for prior bias
Kremer, Robert
;
Shaffer, Sherrill
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1469-1478
Persistent link: https://www.econbiz.de/10003605858
Saved in:
5
A re-examination of the predicting power of forward premia
Wang, Peijie
- In:
Applied financial economics
15
(
2005
)
17
,
pp. 1219-1225
Persistent link: https://www.econbiz.de/10003228794
Saved in:
6
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
7
Options trading profits from correlation forecasts
Chong, James
- In:
Applied financial economics
14
(
2004
)
15
,
pp. 1075-1085
Persistent link: https://www.econbiz.de/10002390885
Saved in:
8
Mean aversion and return predictability in currency futures
Puri, Tribhuvan N.
;
Elyasiani, Elyas
;
Westbrook, Jilleen R.
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10001646082
Saved in:
9
Evaluating currency market efficiency : are cointegration tests appropriate?
Kellard, Neil
;
Newbold, Paul
;
Rayner, Anthony J.
- In:
Applied financial economics
11
(
2001
)
6
,
pp. 681-691
Persistent link: https://www.econbiz.de/10001636219
Saved in:
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