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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Risikoprämie"
~subject:"Risk"
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Lettau, Martin
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Speculation and the bond market : an empirical no-
arbitrage
framework
Barillas, Francisco
;
Nimark, Kristoffer P.
-
2015
Persistent link: https://www.econbiz.de/10011399218
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2
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
;
Jorion, Philippe
-
1988
Persistent link: https://www.econbiz.de/10000747131
Saved in:
3
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
-
2013
Persistent link: https://www.econbiz.de/10009760737
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4
Macroeconomic sources of forex risk
Smith, Peter N.
-
2002
Persistent link: https://www.econbiz.de/10013423722
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5
A preferred-habitat model of the term structure of interest rates
Vayanos, Dimitri
;
Vila, Jean-Luc
-
2009
Persistent link: https://www.econbiz.de/10003911878
Saved in:
6
Risky
arbitrage
strategies : optimal portfolio choice and economic implications
Liu, Jun
;
Van Reenen, John
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003830654
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7
Risk
arbitrage
in takeovers
Cornelli, Francesca
-
1998
Persistent link: https://www.econbiz.de/10013422648
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8
Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
Wickens, Michael R.
;
Thomas, Stephen
-
1989
Persistent link: https://www.econbiz.de/10000779308
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9
The crisis in the foreign exchange market
Melvin, Michael
;
Taylor, Mark P.
-
2009
Persistent link: https://www.econbiz.de/10003887408
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10
Crash risk in currency markets
Farhi, Emmanuel
;
Fraiberger, Samuel P.
;
Gabaix, Xavier
; …
-
2009
Persistent link: https://www.econbiz.de/10003857018
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