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1
When do treasuries earn the convenience yield? : a hedging perspective
Acharya, Viral V.
;
Laarits, Toomas
-
2023
Persistent link: https://www.econbiz.de/10014422408
Saved in:
2
Collateral framework :
liquidity
premia and multiple equilibria
Lengwiler, Yvan
;
Orphanides, Athanasios
-
2021
Persistent link: https://www.econbiz.de/10012500038
Saved in:
3
A risk-centric model of demand recessions and speculation
Caballero, Ricardo J.
;
Simsek, Alp
-
2019
Persistent link: https://www.econbiz.de/10012177384
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4
Correlation risk, strings and asset prices
Mele, Antonio
;
Distaso, Walter
;
Vilkov, Grigory
-
2019
Persistent link: https://www.econbiz.de/10012181112
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5
Valuation risk revalued
De Groot, Oliver
;
Richter, Alexander W.
;
Throckmorton, …
-
2020
Persistent link: https://www.econbiz.de/10012221708
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6
Mispricing and risk premia in currency markets
Bartram, Söhnke M.
;
Djuranovik, Leslie
;
Garratt, Anthony
; …
-
2023
Persistent link: https://www.econbiz.de/10014390295
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7
Asset pricing with and without garbage : the overlooked triple-hypothesis problem
Korniotis, George M.
;
Delikouras, Stefanos
-
2022
Persistent link: https://www.econbiz.de/10012803647
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8
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
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9
Measuring market expectations
Baumeister, Christiane
-
2021
Persistent link: https://www.econbiz.de/10012613628
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10
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014245303
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