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~isPartOf:"Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~subject:"Volatility"
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Volatility
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
World
18
Exchange rate
17
Wechselkurs
17
Risikoprämie
14
Risk premium
14
Capital income
13
Kapitaleinkommen
13
Carry trade
12
Exchange rate risk
12
Währungsrisiko
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10
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10
Volatilität
8
Commodity derivative
6
Exchange rate policy
6
Interest rate parity
6
Rohstoffderivat
6
Wechselkurspolitik
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Zinsparität
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CAPM
5
Currency derivative
5
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5
Anlageverhalten
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Behavioural finance
4
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Ames, Matthew
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Bagnarosa, Guillaume
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Fink, Fabian
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Frankel, Jeffrey A.
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Frei, Lukas
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Gloede, Oliver
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Hamilton, James D.
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Mulder, Arjen
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Peters, Gareth
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1
Tims, Ben
1
Westerhoff, Frank
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
Journal of international money and finance
Energy economics
12
The journal of futures markets
9
International review of financial analysis
8
Working paper
8
Economic modelling
6
Journal of banking & finance
6
Journal of financial economics
6
Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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5
Journal of economic dynamics & control
5
The energy journal
5
BERG working paper series
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BIS quarterly review : international banking and financial market developments
4
Discussion paper / Centre for Economic Policy Research
4
Global finance journal
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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FEEM Working Paper
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International finance discussion papers
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International review of economics & finance : IREF
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Journal of agricultural and applied economics
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Journal of economic behavior & organization : JEBO
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
NBER Working Paper
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Staff reports / Federal Reserve Bank of New York
3
The journal of alternative investments
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of financial studies
3
WIFO working papers
3
American journal of agricultural economics
2
Applied economics letters
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ECONIS (ZBW)
8
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Speculative dynamics, feedback traders and transaction taxes : a note
Westerhoff, Frank
-
2004
Persistent link: https://www.econbiz.de/10002087696
Saved in:
7
Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations
Sarantis, Nicholas
- In:
Journal of international money and finance
25
(
2006
)
7
,
pp. 1168-1186
Persistent link: https://www.econbiz.de/10003394357
Saved in:
8
Anchoring and psychological barriers in foreign exchange markets
Westerhoff, Frank H.
-
2002
Persistent link: https://www.econbiz.de/10001712381
Saved in:
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