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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economics letters"
~subject:"Effizienzmarkthypothese"
~subject:"Schätzung"
~subject:"United States"
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Effizienzmarkthypothese
Schätzung
United States
Currency derivative
45
Währungsderivat
45
Theorie
25
Theory
25
Exchange rate
13
Wechselkurs
13
USA
11
Risikoprämie
9
Risk premium
9
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7
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Monetary policy
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3
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14
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Peel, David
3
Taylor, Mark P.
3
Ayuso, Juan
1
Bagliano, Fabio C.
1
Bernoth, Kerstin
1
Byers, J. David
1
Choi, Wonseok
1
Christodoulakis, Nicos
1
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1
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1
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1
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1
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1
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1
Kalyvitēs, Sarantēs
1
Lee, Namhoon
1
Mano, Rui C.
1
Pae, Yuntaek
1
Payá, Ivan
1
Pruitt, Stephen W.
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1
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1
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Discussion paper / Centre for Economic Policy Research
Economics letters
The journal of futures markets
67
Journal of international money and finance
26
Journal of banking & finance
15
International review of economics & finance : IREF
13
Journal of international financial markets, institutions & money
11
Applied financial economics
10
Journal of financial and quantitative analysis : JFQA
10
International review of financial analysis
9
Working paper / National Bureau of Economic Research, Inc.
9
Advances in futures and options research : a research annual
8
Global finance journal
8
NBER Working Paper
8
NBER working paper series
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Journal of empirical finance
7
The journal of finance : the journal of the American Finance Association
7
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Review of futures markets
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The European journal of finance
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Advances in investment analysis and portfolio management : a research annual
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ECONIS (ZBW)
14
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1
Market efficiency in foreign exchange market
Lee, Namhoon
;
Choi, Wonseok
;
Pae, Yuntaek
- In:
Economics letters
205
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013202912
Saved in:
2
Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
-
2014
Persistent link: https://www.econbiz.de/10010381967
Saved in:
3
Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A.
;
Mano, Rui C.
-
2014
Persistent link: https://www.econbiz.de/10010395177
Saved in:
4
The forward premium puzzle in the interwar period and deviations from covered interest parity
Payá, Ivan
;
Peel, David
;
Spiru, Alina
- In:
Economics letters
108
(
2010
)
1
,
pp. 55-57
Persistent link: https://www.econbiz.de/10008662258
Saved in:
5
The forward premium puzzle and latent factors day by day
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
-
2010
Persistent link: https://www.econbiz.de/10003969493
Saved in:
6
Testing uncovered interest parity : a continuous-time approach
Díez de los Ríos, Antonio
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10003574319
Saved in:
7
Non-linear mean reversion in real exchange rates : towards a solution to the purchasing power parity puzzles
Taylor, Mark P.
-
2001
Persistent link: https://www.econbiz.de/10013423283
Saved in:
8
Measuring monetary policy in open economies
Bagliano, Fabio C.
;
Favero, Carlo A.
;
Franco, Francesco
-
1999
Persistent link: https://www.econbiz.de/10013422728
Saved in:
9
Heterogeneous traders and the unbiasedness hypothesis : explaining the Mark/Dollar bias
Christodoulakis, Nicos
-
1997
Persistent link: https://www.econbiz.de/10013422357
Saved in:
10
Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru
- In:
Economics letters
50
(
1996
)
3
,
pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
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