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Risk
200
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Hudson, Robert
4
Batten, Jonathan A.
3
Branch, Ben Shirley
3
Gregoriou, Andros
3
Lau, Chi Keung
3
Narayan, Paresh Kumar
3
Nonejad, Nima
3
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2
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2
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2
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2
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2
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2
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2
Dinh Hoang Bach Phan
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Midwest Finance Association
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Symposium on International Financial Crises <2003, Saint Louis, Mo.>
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International review of financial analysis
NBER working paper series
857
Working paper / National Bureau of Economic Research, Inc.
769
NBER Working Paper
717
Finance research letters
481
Journal of banking & finance
448
Economics letters
416
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377
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370
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348
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319
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268
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246
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The journal of futures markets
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Journal of risk and uncertainty : JRU
205
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187
Pacific-Basin finance journal
185
Journal of international financial markets, institutions & money
184
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183
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179
The North American journal of economics and finance : a journal of financial economics studies
178
Discussion paper
174
Journal of financial and quantitative analysis : JFQA
170
CESifo Working Paper
169
American journal of agricultural economics
161
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156
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ECONIS (ZBW)
281
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1
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
2
Asymmetric liquidity
risk
and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
3
Forward premium anomaly of the British pound and the euro
Grossmann, Axel
;
Lee, Allissa A.
;
Simpson, Marc W.
- In:
International review of financial analysis
34
(
2014
),
pp. 140-156
Persistent link: https://www.econbiz.de/10010528461
Saved in:
4
Exchange
risk
premia, expectations formation and "news" in the Mexican peso- US dollar forward exchange rate market
Verschoor, Willem F. C.
;
Wolff, Christiaan Cornelis Petrus
- In:
International review of financial analysis
10
(
2001
)
2
,
pp. 157-174
Persistent link: https://www.econbiz.de/10001603135
Saved in:
5
Scaling laws in variance as a measure of long-term dependence
Batten, Jonathan A.
;
Ellis, Craig
;
Mellor, Robert
- In:
International review of financial analysis
8
(
1999
)
2
,
pp. 123-138
Persistent link: https://www.econbiz.de/10001495506
Saved in:
6
Does data frequency matter for the impact of forward premium on spot exchange rate?
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
International review of financial analysis
39
(
2015
),
pp. 45-53
Persistent link: https://www.econbiz.de/10011573058
Saved in:
7
The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies
Shehadeh, Ali
;
Li, Youwei
;
Vigne, Samuel A.
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013252466
Saved in:
8
A quantum derivation of a reputational
risk
premium
Piñeiro Chousa, Juan Ramón
;
Vizcaíno-González, Marcos
- In:
International review of financial analysis
47
(
2016
),
pp. 304-309
Persistent link: https://www.econbiz.de/10011624199
Saved in:
9
Trend following,
risk
parity and momentum in commodity futures
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
- In:
International review of financial analysis
31
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010461541
Saved in:
10
Return dispersion
risk
in FX and global equity markets : does it explain currency momentum?
Grobys, Klaus
;
Heinonen, Jari-Pekka
;
Kolari, James W.
- In:
International review of financial analysis
56
(
2018
),
pp. 264-280
Persistent link: https://www.econbiz.de/10012006275
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