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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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ECONIS (ZBW)
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1
Does the liquidity effect guarantee a positive term premium?
Chung, Kyuil
- In:
Economic modelling
26
(
2009
)
5
,
pp. 893-903
Persistent link: https://www.econbiz.de/10003871215
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2
State-uncertainty preferences and the risk premium in the exchange rate market
Jiménez-Martín, Juan-Ángel
;
Novales, Alfonso
- In:
Economic modelling
27
(
2010
)
5
,
pp. 1043-1053
Persistent link: https://www.econbiz.de/10008824915
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3
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
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4
Gurus and belief manipulationh
Jouini, Elyès
;
Napp, Clotilde
- In:
Economic modelling
49
(
2015
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011439463
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5
Statistical premium in correlated losses of insurance
Lai, Li-Hua
- In:
Economic modelling
49
(
2015
),
pp. 248-253
Persistent link: https://www.econbiz.de/10011439542
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6
Incorporating international ownership of endowments into a global applied general equilibrium model
Walmsley, Terrie L.
- In:
Economic modelling
19
(
2002
)
5
,
pp. 679-707
Persistent link: https://www.econbiz.de/10001691300
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7
A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios
- In:
Economic modelling
14
(
1997
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
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8
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader
- In:
Economic modelling
29
(
2012
)
2
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
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9
Aggregate liquidity premium and cross-sectional returns : evidence from China
Liao, Cunfei
;
Luo, Qianlin
;
Tang, Guohao
- In:
Economic modelling
104
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013164202
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10
A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng
;
Xia, Bobo
;
Guo, Zhaoxuan
- In:
Economic modelling
94
(
2021
),
pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
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