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Search: subject:"holding premium"
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
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1
Mean-variance cointegration and the expectations hypothesis
Strohsal, Till
;
Weber, Enzo
-
2011
nonstationarity stems from the
holding
premium
, which is hence (ii) cointegrated with the spread. In a stochastic discount factor …
Persistent link: https://www.econbiz.de/10010281525
Saved in:
2
Mean-Variance Cointegration and the Expectations Hypothesis
Strohsal, Till
;
Weber, Enzo
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2011
nonstationarity stems from the
holding
premium
, which is hence (ii) cointegrated with the spread. In a stochas- tic discount factor …
Persistent link: https://www.econbiz.de/10008836597
Saved in:
3
Mean-Variance Cointegration and the Expectations Hypothesis
Strohsal, Till
;
Weber, Enzo
-
Wirtschaftswissenschaftliche Fakultät, Universität …
-
2010
nonstationarity stems from the
holding
premium
, which is hence cointegrated with the spread. We model the premium as being …
Persistent link: https://www.econbiz.de/10008455806
Saved in:
4
Explaining the bid-ask spread in the foreign exchange market : a test of alternate models
Sirimon Treepongkaruna
;
Brailsford, Timothy J.
;
Gray, …
- In:
Australian journal of management
39
(
2014
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10010475670
Saved in:
5
Explaining the bid-ask spread in the foreign exchange market: A test of alternate models
Treepongkaruna, Sirimon
;
Brailsford, Tim
;
Gray, Stephen
- In:
Australian Journal of Management
39
(
2014
)
4
,
pp. 573-591
and a pooled sample. Of note, we find strong evidence for the relevance of the inventory-
holding
premium
on the size of …
Persistent link: https://www.econbiz.de/10011135774
Saved in:
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