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1
The forward premium puzzle and latent factors day by day
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
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2010
Persistent link: https://www.econbiz.de/10003969493
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2
Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A.
;
Mano, Rui C.
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2014
Persistent link: https://www.econbiz.de/10010395177
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3
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
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2013
Persistent link: https://www.econbiz.de/10009734264
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4
News related to future GDP growth as a risk factor in equity returns
Vassalou, Maria
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2001
Persistent link: https://www.econbiz.de/10013423658
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5
Asset pricing implications of Pareto optimality with private information
Kocherlakota, Narayana Rao
;
Pistaferri, Luigi
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2005
Persistent link: https://www.econbiz.de/10002648063
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6
On the welfare cost of consumption fluctuations in the presence of memorable goods
Hai, Rong
;
Krueger, Dirk
;
Postlewaite, Andrew
-
2013
Persistent link: https://www.econbiz.de/10010193368
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7
Explaining consumption : a simple test of alternative hypotheses
Bayoumi, Tamim A.
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1995
Persistent link: https://www.econbiz.de/10013422154
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8
Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
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9
Can portfolio rebalancing explain the dynamics of equity returns, equity flows and exchange rates?
Hau, Harald
-
2004
Persistent link: https://www.econbiz.de/10013424462
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10
Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
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