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~isPartOf:"Journal of empirical finance"
~isPartOf:"The economic record : er"
~language:"eng"
~person:"Baillie, Richard"
~subject:"Währungsderivat"
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Währungsderivat
Currency derivative
2
Estimation
2
Forward premium anomaly
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Regression analysis
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Regressionsanalyse
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Risikoprämie
2
Risk premium
2
Schätzung
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Estimation theory
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Exchange rate
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Frequentist model averaging
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Interest rate parity
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Kernel smoothing
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Local Deviation from Uncovered Interest Parity
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Macroeconomic fundamentals
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Schätztheorie
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Theorie
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Time-varying parameter regression
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Baillie, Richard
Cho, Dooyeon
2
Avsar, Serdar A.
1
Ballocchi, Giuseppe
1
Bunn, Derek W.
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Chan, Kam C.
1
Chen, Dipeng
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1
Fok, Robert C. W.
1
Fu, Hsuan
1
Gruen, David W. R.
1
Kearney, Colm
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Kearney, Fearghal
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Kearns, Jonathan
1
Kim, Kun Ho
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Liu, Wei
1
Lothian, James R.
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Luger, Richard
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MacDonald, Ronald
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Maynard, Alex
1
McAleer, Michael
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Morgan, Ieuan G.
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Pan, Ming-Shiun
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Piccotti, Louis R.
1
Roche, Maurice J.
1
Sakoulis, Georgios
1
Sequeira, John M.
1
Shraiber, Bentsi
1
Tauchen, George Eugene
1
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1
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1
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Journal of empirical finance
The economic record : er
Journal of international money and finance
3
Journal of macroeconomics
2
Journal of financial markets
1
Research memorandum / METEOR
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
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2
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
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