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  • Search: person:"Swan, Tina T."
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Subject
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CAPM 1 Currency derivative 1 Exchange rate 1 Exchange rate risk 1 Interest rate derivative 1 Risikoprämie 1 Risk premium 1 Term structure 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Wechselkurs 1 Währungsderivat 1 Währungsrisiko 1 Yield curve 1 Zinsderivat 1 Zinsstruktur 1 affine model 1 forward bias 1 global factor 1 gray rhino 1 risk premium 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Swan, Bruce Q. 2 Swan, Tina T. 2 Chen, Xinfu 1 Zhang, Zuopeng (Justin) 1
Published in...
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Applied mathematical finance 1 Journal of Economic Studies 1
Source
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ECONIS (ZBW) 1 Other ZBW resources 1
Showing 1 - 2 of 2
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Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.; Swan, Bruce Q.; Chen, Xinfu - In: Applied mathematical finance 29 (2022) 1, pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
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Exploring new Internet measurements on international trade and global human resources
Swan, Tina T.; Swan, Bruce Q.; Zhang, Zuopeng (Justin) - In: Journal of Economic Studies 48 (2020) 2, pp. 428-448
Purpose: We address the question of how the Internet promotes international trade volume, and especially, whether the global human resources affect the bilateral international trade during the technology development across countries. Design/methodology/approach: A dynamic panel causality...
Persistent link: https://www.econbiz.de/10012277703
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