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The economics of currency risk
Hassan, Tarek A.; Zhang, Tony - 2020
Persistent link: https://www.econbiz.de/10012306006
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A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo; Marin, Emile - 2020
Persistent link: https://www.econbiz.de/10012214844
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Currency risk premiums : a multi-horizon perspective
Chernov, Mikhail; Dahlquist, Magnus - 2023
Persistent link: https://www.econbiz.de/10014327430
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How puzzling is the forward premium puzzle? : a meta-analysis
Zigraiova, Diana; Havránek, Tomáš; Havránková, Zuzana - 2021
Persistent link: https://www.econbiz.de/10012482976
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A reconsideration of the failure of uncovered interest parity for the U.S. dollar
Engel, Charles; Kazakova, Ekaterina; Wang, Mengqi; … - 2021
Persistent link: https://www.econbiz.de/10012486465
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Exchange rate undershooting : evidence and theory
Müller, Gernot J.; Wolf, Martin; Hettig, Thomas - 2019
Persistent link: https://www.econbiz.de/10012127137
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Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
Gambacorta, Leonardo; Mayordomo, Sergio; Serena, José … - 2020
Persistent link: https://www.econbiz.de/10012210605
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Currency risk premia redux
Nucera, Federico; Sarno, Lucio; Zinna, Gabriele - 2023
Persistent link: https://www.econbiz.de/10014235331
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Currency risk premia redux
Nucera, Federico; Sarno, Lucio; Zinna, Gabriele - 2023
Persistent link: https://www.econbiz.de/10014245303
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International capital markets and wealth transfers
Dahlquist, Magnus; Heyerdahl-Larsen, Christian; … - 2022
Persistent link: https://www.econbiz.de/10013203293