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~isPartOf:"International review of economics & finance : IREF"
~subject:"Capital income"
~subject:"Theory"
~subject:"United States"
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Lien, Da-hsiang Donald
2
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Chan, Kam C.
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International review of economics & finance : IREF
The journal of futures markets
85
Journal of international money and finance
65
NBER working paper series
34
NBER Working Paper
30
Working paper / National Bureau of Economic Research, Inc.
26
Journal of banking & finance
19
Journal of international financial markets, institutions & money
17
Applied financial economics
16
Economics letters
16
Discussion paper / Centre for Economic Policy Research
15
Journal of financial and quantitative analysis : JFQA
15
Advances in futures and options research : a research annual
14
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International review of financial analysis
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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IMF working paper
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Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
2
Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel
;
Shraiber, Bentsi
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
Saved in:
3
The Thursday effect of the forward premium puzzle
Ding, Liang
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 302-318
Persistent link: https://www.econbiz.de/10009486120
Saved in:
4
Downside risk for short long hedgers
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
12
(
2003
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
Saved in:
5
Hedging downside risk : futures vs. options
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
10
(
2001
)
2
,
pp. 159-169
Persistent link: https://www.econbiz.de/10001583340
Saved in:
6
Market structure and multiperiod hedging
Broll, Udo
;
Eckwert, Bernhard
- In:
International review of economics & finance : IREF
9
(
2000
)
4
,
pp. 291-298
Persistent link: https://www.econbiz.de/10001538876
Saved in:
7
Forward discount dynamics in integrated markets
Aguirre, Maria Sophia
- In:
International review of economics & finance : IREF
8
(
1999
)
1
,
pp. 87-104
Persistent link: https://www.econbiz.de/10001427831
Saved in:
8
A pre-holiday effect in the currency futures market : a note
Liano, Kartono
- In:
International review of economics & finance : IREF
4
(
1995
)
3
,
pp. 299-304
Persistent link: https://www.econbiz.de/10001191667
Saved in:
9
The distribution of currency futures price changes : a two-piece mixture of normals approach
Pan, Ming-Shiun
- In:
International review of economics & finance : IREF
4
(
1995
)
1
,
pp. 69-78
Persistent link: https://www.econbiz.de/10001178037
Saved in:
10
An equilibrium model of international asset pricing and forward exchange rates
Lai, Tsong-yue
- In:
International review of economics & finance : IREF
2
(
1993
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001147619
Saved in:
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