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Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel; Shraiber, Bentsi - In: International review of economics & finance : IREF 59 (2019), pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
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Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos; Smyrnakis, Dimitris; Tzavalis, Elias - In: International review of economics & finance : IREF 79 (2022), pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
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How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi; Igarashi, Yoske - In: International review of economics & finance : IREF 89 (2024) 1, pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
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Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James - In: International review of economics & finance : IREF 33 (2014), pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
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Conditional asset pricing in international equity markets
Huynh, Thanh D. - In: International review of economics & finance : IREF 49 (2017), pp. 168-189
Persistent link: https://www.econbiz.de/10011748394
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Stock returns with consumption and illiquidity risks
Márquez De la Cruz, Elena; Nieto, Belén; Rubio, Gonzalo - In: International review of economics & finance : IREF 29 (2014), pp. 57-74
Persistent link: https://www.econbiz.de/10010431504
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Volatility risk premium decomposition of LIFFE equity options
Lin, Bing-huei; Lin, Yueh-neng; Chen, Yin-jung - In: International review of economics & finance : IREF 24 (2012), pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
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Country-specific idiosyncratic risk and global equity index returns
Hueng, C. James; Yau, Ruey - In: International review of economics & finance : IREF 25 (2013), pp. 326-337
Persistent link: https://www.econbiz.de/10009693293
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The value-growth premium in a time-varying risk return framework
Park, Keehwan; Jung, Mookwon; Fang, Zhongzheng - In: International review of economics & finance : IREF 88 (2023), pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
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Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin; Byun, Suk Joon - In: International review of economics & finance : IREF 76 (2021), pp. 321-335
Persistent link: https://www.econbiz.de/10013175824