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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The Scandinavian journal of economics"
~subject:"Portfolio selection"
~subject:"Risk premium"
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Search: subject_exact:"Währungsspekulation"
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Portfolio selection
Risk premium
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Adrian, Tobias
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International journal of finance & economics : IJFE
Journal of financial and quantitative analysis : JFQA
The Scandinavian journal of economics
Journal of international money and finance
13
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8
Journal of international financial markets, institutions & money
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1
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
Saved in:
2
Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406
Saved in:
3
Beyond the carry trade : optimal currency portfolios
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1037-1056
Persistent link: https://www.econbiz.de/10011431137
Saved in:
4
The performance of currency hedge funds and the yen/USD carry trade
Peltomäki, Jarkko
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 103-113
Persistent link: https://www.econbiz.de/10009159831
Saved in:
5
The time-varying systematic risk of carry trade strategies
Christiansen, Charlotte
;
Ranaldo, Angelo
;
Söderlind, Paul
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 1107-1125
Persistent link: https://www.econbiz.de/10009516965
Saved in:
6
Twin crises and the intermediary role of banks
Buch, Claudia M.
;
Heinrich, Ralph P.
- In:
International journal of finance & economics : IJFE
4
(
1999
)
4
,
pp. 313-323
Persistent link: https://www.econbiz.de/10001447135
Saved in:
7
A stochastic model of self-fulfilling crises in fixed exchange rate systems
Adrian, Tobias
;
Gros, Daniel
- In:
International journal of finance & economics : IJFE
4
(
1999
)
2
,
pp. 129-146
Persistent link: https://www.econbiz.de/10001434313
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