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~person:"Baillie, Richard"
~subject:"Großbritannien"
~subject:"Schätzung"
~subject:"United States"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Currency derivative
9
Währungsderivat
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6
Risk premium
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Estimation
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Interest rate parity
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Baillie, Richard
Simpson, Marc W.
7
Tucker, Alan L.
7
Boucher Breuer, Janice
5
Baba, Naohiko
4
Peel, David
4
Wu, Yangru
4
Barkoulas, John T.
3
Bhargava, Vivek
3
Bhatti, Razzaque H.
3
Bodurtha, James N.
3
Chaudhry, Mukesh
3
Cho, Dooyeon
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Courtadon, Georges Robert
3
Cushman, David O.
3
DeMaskey, Andrea L.
3
Ederington, Louis H.
3
Elias, Nikolaos
3
Fung, Hung-gay
3
Ghosh, Asim K.
3
Grossmann, Axel
3
Hauser, Shmuel
3
Herbst, Anthony F.
3
Inci, Ahmet Can
3
Krull, Steven Brian
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Lee, Jae-ha
3
Leistikow, Dean
3
Lien, Da-hsiang Donald
3
Locke, Peter R.
3
MacDonald, Ronald
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3
Malhotra, Davinder Kumar
3
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3
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3
Moosa, Imad A.
3
Park, Hun Y.
3
Phillips, Peter C. B.
3
Smyrnakis, Dimitris
3
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Journal of empirical finance
2
Journal of international money and finance
2
Journal of financial markets
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ECONIS (ZBW)
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard
;
Chang, Sanders S.
- In:
Journal of financial markets
14
(
2011
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
Saved in:
5
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
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