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~isPartOf:"Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~subject:"Risk premium"
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Risk premium
Currency speculation
42
Währungsspekulation
42
Theorie
35
Theory
35
Devisenmarkt
25
Foreign exchange market
25
Speculation
24
Spekulation
23
Estimation
19
Schätzung
19
Welt
18
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18
Exchange rate
17
Wechselkurs
17
Risikoprämie
14
Capital income
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Kapitaleinkommen
13
Carry trade
12
Exchange rate risk
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Währungsrisiko
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10
Währungskrise
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Volatilität
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Currency derivative
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Anlageverhalten
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Behavioural finance
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14
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English
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Byrne, Joseph P.
2
Dupuy, Philippe
2
Ibrahim, Boulis Maher
2
Sakemoto, Ryuta
2
Ames, Matthew
1
Bagnarosa, Guillaume
1
Frankel, Jeffrey A.
1
Hamilton, James D.
1
Hoffmann, Mathias
1
Jacobsen, Ben
1
James, Jessica
1
Leduc, Sylvain
1
Lu, Helen
1
MacDonald, Ronald
1
Marsh, Ian W.
1
Mulder, Arjen
1
Nagayasu, Jun
1
Nucera, Federico
1
Peters, Gareth
1
Poonawala, Jumana
1
Sarantis, Nicholas
1
Studer-Suter, Rahel
1
Tims, Ben
1
Valente, Giorgio
1
Wu, Jing Cynthia
1
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
Journal of international money and finance
Journal of financial economics
10
Journal of banking & finance
8
Discussion paper / Centre for Economic Policy Research
7
Journal of international financial markets, institutions & money
7
NBER Working Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion papers / CEPR
5
International review of financial analysis
5
NBER working paper series
5
FRB International Finance Discussion Paper
4
Finance research letters
4
International finance discussion papers
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of finance : the journal of the American Finance Association
4
Working papers on finance
4
International journal of finance & economics : IJFE
3
Working paper
3
Working paper / Institute for Empirical Research in Economics, University of Zürich
3
Annual review of economics
2
International review of economics & finance : IREF
2
Journal of financial and quantitative analysis : JFQA
2
Journal of money, credit and banking : JMCB
2
Review of finance : journal of the European Finance Association
2
Review of international economics
2
SNB working papers
2
The American economic review
2
The review of financial studies
2
2015 Financial Management Association Annual Meeting
1
29th International Conference of the French Finance Association (AFFI) 2012
1
AFA 2014 Philadelphia Meetings
1
AXA working paper series
1
Annual review of financial economics
1
Atlantic economic journal : AEJ
1
BIS Working Paper
1
BIS working papers
1
Bank i kredyt
1
Bundesbank Series 1 Discussion Paper
1
CAMA working paper series
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CESifo working papers
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ECONIS (ZBW)
14
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1
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:
2
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:
3
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:
4
Carry trades and commodity risk factors
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
96
(
2019
),
pp. 121-129
Persistent link: https://www.econbiz.de/10012139634
Saved in:
5
Conditioning carry trades : less risk, more return
Mulder, Arjen
;
Tims, Ben
- In:
Journal of international money and finance
85
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012000369
Saved in:
6
Systematic consumption risk in currency returns
Hoffmann, Mathias
;
Studer-Suter, Rahel
- In:
Journal of international money and finance
74
(
2017
),
pp. 187-208
Persistent link: https://www.econbiz.de/10011787938
Saved in:
7
Cross-asset return predictability : carry trades, stocks and commodities
Lu, Helen
;
Jacobsen, Ben
- In:
Journal of international money and finance
64
(
2016
),
pp. 62-87
Persistent link: https://www.econbiz.de/10011668380
Saved in:
8
The tail risk premia of the carry trades
Dupuy, Philippe
- In:
Journal of international money and finance
59
(
2015
),
pp. 123-145
Persistent link: https://www.econbiz.de/10011478289
Saved in:
9
Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald
;
Nagayasu, Jun
- In:
Journal of international money and finance
53
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
Saved in:
10
Risk premia in crude oil futures prices
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of international money and finance
42
(
2014
),
pp. 9-37
Persistent link: https://www.econbiz.de/10010371842
Saved in:
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