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~isPartOf:"Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück"
~isPartOf:"IMF working paper"
~isPartOf:"Journal of international money and finance"
~isPartOf:"MPRA Paper"
~subject:"Commodity price"
~subject:"Currency speculation"
~subject:"Estimation"
~subject:"Zinsparität"
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Commodity price
Currency speculation
Estimation
Zinsparität
Währungsspekulation
57
Theorie
49
Theory
49
Speculation
40
Spekulation
28
Devisenmarkt
26
Foreign exchange market
26
Exchange rate
21
Wechselkurs
21
Welt
21
World
21
Schätzung
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Capital income
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Risikoprämie
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Risk premium
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Wechselkurspolitik
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Carry trade
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speculation
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Volatility
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Volatilität
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Anlageverhalten
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Interest rate parity
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Flood, Robert P.
5
Marion, Nancy Peregrim
3
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3
Byrne, Joseph P.
2
Doukas, John A.
2
Dupuy, Philippe
2
Frankel, Jeffrey A.
2
Ibrahim, Boulis Maher
2
MacDonald, Ronald
2
Prati, Alessandro
2
Sakemoto, Ryuta
2
Wagner, Christian
2
Abbey, Boris S.
1
Ames, Matthew
1
Bagnarosa, Guillaume
1
Bartolini, Leonardo
1
Berg, Kimberly A.
1
Berger, Wolfram
1
Botman, Dennis P. J.
1
Buyuksahin, Bahattin
1
Chan, Kenneth S.
1
Chen, Shu-Hsiu
1
Cheung, Yin-Wong
1
Daniel, Betty Carolyn
1
Diks, Cees G. H.
1
Doskov, Nikolay
1
Esaka, Tarō
1
Fink, Fabian
1
Fong, Wai-mun
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Frei, Lukas
1
Friedman, Daniel
1
Garber, Peter M.
1
Gloede, Oliver
1
Hamilton, James D.
1
Hau, Harald
1
Hochradl, Markus
1
Hoffmann, Mathias
1
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1
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1
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Internationaler Währungsfonds / Research Department
4
Internationaler Währungsfonds / Southeast Asia and Pacific Department
1
Internationaler Währungsfonds / Treasurer's Department
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
IMF working paper
Journal of international money and finance
MPRA Paper
Working paper / National Bureau of Economic Research, Inc.
51
NBER working paper series
45
NBER Working Paper
41
Discussion paper / Centre for Economic Policy Research
36
Journal of banking & finance
20
Journal of international economics
20
IMF working papers
18
Journal of international financial markets, institutions & money
18
BIS quarterly review : international banking and financial market developments
17
International review of economics & finance : IREF
17
Finance research letters
16
The journal of futures markets
16
International journal of finance & economics : IJFE
14
International review of financial analysis
14
Journal of financial economics
14
Working paper
14
CESifo working papers
11
Energy economics
11
Research in international business and finance
11
The journal of finance : the journal of the American Finance Association
11
Journal of economic dynamics & control
10
WIFO working papers
10
BIS working papers
9
Economic modelling
9
European economic review : EER
9
International finance discussion papers
9
Review of international economics
9
Discussion paper / Tinbergen Institute
8
Discussion papers / CEPR
8
Wiley trading series
8
Applied financial economics
7
Journal of financial and quantitative analysis : JFQA
7
Kiel advanced studies working papers : advanced studies in international economic policy research
7
Research paper series / Swiss Finance Institute
7
SNB working papers
7
The North American journal of economics and finance : a journal of financial economics studies
7
BIS Working Paper
6
Discussion paper
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ECONIS (ZBW)
61
RePEc
1
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1
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62
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1
The out-of-sample performance of carry trades
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
;
Li, Yan
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014551353
Saved in:
2
An investment-based explanation of currency excess returns
Jamali, Ibrahim
;
Yamani, Ehab
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304722
Saved in:
3
Effects of
speculation
and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
Saved in:
4
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
5
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
Saved in:
6
The time-varying risk price of currency portfolios
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
Saved in:
7
Price discovery in commodity futures and cash markets with heterogeneous agents
Van Huellen, Sophie
- In:
Journal of international money and finance
95
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012135182
Saved in:
8
Attractive and non-attractive currencies
Dupuy, Philippe
;
James, Jessica
;
Marsh, Ian W.
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012794951
Saved in:
9
The exchange rate effect of multi-currency risk arbitrage
Hau, Harald
- In:
Journal of international money and finance
47
(
2014
),
pp. 304-331
Persistent link: https://www.econbiz.de/10010464012
Saved in:
10
Disguised carry trade and the transmission of global liquidity shocks : evidence from China's goods trade data
Lin, Shu
;
Xiao, Jinchuan
;
Ye, Haichun
- In:
Journal of international money and finance
104
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012395133
Saved in:
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