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~person:"Olmo, Jose"
~subject:"Risikoprämie"
~subject:"Schätzung"
~type:"article"
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Search: subject_exact:"Ungedeckte Zinsparität"
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Risikoprämie
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Interest rate parity
6
Zinsparität
6
Estimation
5
Devisenmarkt
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Foreign exchange market
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Exchange rate
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Theorie
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Kapitaleinkommen
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Risk premium
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1978-2006
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Baumwollmarkt
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CRB industrial return
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Cotton market
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Covered interest parity
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Currency carry trade
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Euro
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Expectations Hypothesis
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Foreign Exchange Markets
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Geldpolitik
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Portfolio-Management
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Schweizer Franken
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Swiss franc
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Taylor expansions
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US dollar
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US-Dollar
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USA
1
Uncovered Interest Parity Condition
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Olmo, Jose
Baillie, Richard
7
Chang, Tsangyao
7
Chinn, Menzie David
5
Su, Chi-Wei
5
Baharumshah, Ahmad Zubaidi
4
Bhatti, Razzaque H.
4
Burnside, Craig
4
Chang, Hsu-Ling
4
Engel, Charles
4
Moosa, Imad A.
4
Pilbeam, Keith
4
Alexius, Annika
3
Caporale, Guglielmo Maria
3
Cheung, Yin-Wong
3
Cuestas, Juan Carlos
3
Hassan, Tarek A.
3
Holmes, Mark J.
3
Kim, Heeho
3
Kugler, Peter
3
Li, Xiao-Lin
3
Lustig, Hanno
3
MacDonald, Ronald
3
Nitschka, Thomas
3
Salisu, Afees A.
3
Verdelhan, Adrien
3
Wu, Jyh-lin
3
Anderl, Christina
2
Basse, Tobias
2
Canarella, Giorgio
2
Chang, Ming-Jen
2
Cho, Dooyeon
2
Cho, JooEun
2
Clements, Kenneth W.
2
Czech, Katarzyna
2
Filipozzi, Fabio
2
Fu, Yunjie
2
Goodwin, Barry K.
2
Güney, Pelin Öge
2
Hassler, Uwe
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Annals of finance
2
International journal of finance & economics : IJFE
1
Journal of economic integration
1
Theoretical economics letters
1
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ECONIS (ZBW)
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Exchange rates, macroeconomic fundamentals and risk aversion
Laborda, Ricardo
;
Olmo, Jose
- In:
Theoretical economics letters
4
(
2014
)
6
,
pp. 363-370
Persistent link: https://www.econbiz.de/10010530821
Saved in:
2
Uncovered interest parity and the efficiency of the foreign exchange market : a re-examination of the evidence
Olmo, Jose
;
Pilbeam, Keith
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10009159745
Saved in:
3
The forward discount puzzle and market efficiency
Pilbeam, Keith
;
Olmo, Jose
- In:
Annals of finance
7
(
2011
)
1
,
pp. 119-135
Persistent link: https://www.econbiz.de/10008840217
Saved in:
4
The profitability of carry trades
Olmo, Jose
;
Pilbeam, Keith
- In:
Annals of finance
5
(
2009
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10003813198
Saved in:
5
Uncovered interest parity : are empirical rejections of it valid?
Olmo, Jose
;
Pilbeam, Keith
- In:
Journal of economic integration
24
(
2009
)
2
,
pp. 369-384
Persistent link: https://www.econbiz.de/10003852551
Saved in:
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