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~isPartOf:"Discussion paper / Centre for International Economic Studies, University of Adelaide"
~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Kiel advanced studies working papers : advanced studies in international economic policy research"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
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Discussion paper / Centre for International Economic Studies, University of Adelaide
Economic theory : official journal of the Society for the Advancement of Economic Theory
Journal of international money and finance
Kiel advanced studies working papers : advanced studies in international economic policy research
Journal of financial economics
2
Atlantic economic journal : AEJ
1
Explorations in economic history : EEH
1
International review of financial analysis
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ECONIS (ZBW)
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1
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
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2
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:
3
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:
4
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
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