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Economic activity and time variation in expected futures returns
Miffre, Joëlle - In: Economics letters 73 (2001) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10001613334
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Scandinavian forward discount bias risk premia
Verschoor, Willem F. C.; Wolff, Christiaan Cornelis Petrus - In: Economics letters 73 (2001) 1, pp. 65-72
Persistent link: https://www.econbiz.de/10001613324
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Exchange rate returns, "news", and risk premia
Koedijk, Kees; Wolff, Christiaan Cornelis Petrus - In: Economics letters 50 (1996) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10001194154
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EMS exchange rate expectations and time-varying risk premia
Nieuwland, Frederick G. - In: Economics letters 60 (1998) 3, pp. 351-355
Persistent link: https://www.econbiz.de/10001251658
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Rare disasters, exchange rates, and macroeconomic policy : evidence from COVID-19
Zhou, Hang; Yu, Mei; Li, Jiahui; Qin, Qilin - In: Economics letters 209 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013207421
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Option-implied volatility spillover indices for FX risk factors
Grobys, Klaus; Heinonen, Jari-Pekka - In: Economics letters 157 (2017), pp. 83-87
Persistent link: https://www.econbiz.de/10011847318
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Are foreign exchange forecasts rational? : An empirical note
Avraham, David - In: Economics letters 3 (1987), pp. 291-293
Persistent link: https://www.econbiz.de/10001032386
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Stock exchange mergers and return co-movement : a flexible dynamic component correlations model
Hellström, Jörgen; Liu, Yuna; Sjögren, Tomas - In: Economics letters 121 (2013) 3, pp. 511-515
Persistent link: https://www.econbiz.de/10010393039
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The formation of stock return volatility expectations after the 1987 stock market crash
Levy, Haim - In: Economics letters 35 (1991) 4, pp. 441-444
Persistent link: https://www.econbiz.de/10001105617
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Testing for unit roots using panel data : application to the French stock market efficiency
Boumahdi, Rachid - In: Economics letters 37 (1991) 1, pp. 77-79
Persistent link: https://www.econbiz.de/10001110905