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Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
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Cointegrating behaviour between spot and forward exchange rates
McMillan, David G. - In: Applied financial economics 15 (2005) 16, pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Exchange rate and stock prices in Japan
Homma, Tetsushi; Tsutsui, Yoshirō; Ben-Zion, Uri - In: Applied financial economics 15 (2005) 7, pp. 469-478
Persistent link: https://www.econbiz.de/10002738630
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Expectations and the black market premium for foreign currency in Greece
Diamandis, Panayotis F.; Kouretas, Georgios P.; … - In: Applied financial economics 15 (2005) 10, pp. 667-677
Persistent link: https://www.econbiz.de/10002954866
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The effects of news on exchange rates when the risk premium is considered
Newby, Van A. - In: Applied financial economics 12 (2002) 2, pp. 147-153
Persistent link: https://www.econbiz.de/10001646556
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Exchange risk premia in the European monetary system
Nieuwland, Frederick G.; Verschoor, Willem F. C.; … - In: Applied financial economics 10 (2000) 4, pp. 351-360
Persistent link: https://www.econbiz.de/10001526308
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Exchange rate expectations and risk premium in the Singapore US dollar exchange rate : evidence from survey data
Gan, Wee-beng - In: Applied financial economics 3 (1993) 4, pp. 365-373
Persistent link: https://www.econbiz.de/10001152588
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Pricing of liquidity risk : empirical evidence from Finland
Vaihekoski, Mika - In: Applied financial economics 19 (2009) 19/21, pp. 1547-1557
This study investigates the pricing of liquidity risk in stock market using conditional Asset Pricing Models (APMs). The estimation is conducted in the Generalized Method of Moment (GMM) framework with a price of risk specification. The main interest is to find out whether liquidity is priced as...
Persistent link: https://www.econbiz.de/10003904294
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What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao; Fraser, Patricia - In: Applied financial economics 20 (2010) 16/18, pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920