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~isPartOf:"Journal of financial economics"
~language:"eng"
~subject:"Currency derivative"
~subject:"Welt"
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Currency derivative
Welt
Interest rate parity
6
Zinsparität
6
Risikoprämie
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Risk premium
4
Währungsderivat
4
Estimation
3
Exchange rate
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Schätzung
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Wechselkurs
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Arbitrage
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Carry trade
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Currency speculation
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Devisenmarkt
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Foreign exchange market
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Theorie
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Theory
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Uncovered interest rate parity
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Währungsspekulation
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Yield curve
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Allgemeines Gleichgewicht
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CAPM
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Capital income
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Covered interest rate parity
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Crash risk
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Credit spread
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Currency return
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Currency swaps
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Debt issuance
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Deutschland
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Dollar funding
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Exchange rate risk
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Exchange rates
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Financial intermediation
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Dahlquist, Magnus
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Jurek, Jakub W.
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Liao, Gordon Y.
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Syrstad, Olav
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Viswanath-Natraj, Ganesh
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Journal of financial economics
Journal of international money and finance
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NBER working paper series
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The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
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2
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
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3
Credit migration and covered interest rate parity
Liao, Gordon Y.
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
Saved in:
4
Crash-neutral currency carry trades
Jurek, Jakub W.
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 325-347
Persistent link: https://www.econbiz.de/10010495135
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