Narrow search
Showing 1 - 10 of 284
Cover Image
Entangled risks in incomplete FX markets
Maurer, Thomas; Tran, Ngoc-Khanh - In: Journal of financial economics 142 (2021) 1, pp. 146-165
Persistent link: https://www.econbiz.de/10012650663
Cover Image
Business cycles and currency returns
Colacito, Riccardo; Riddiough, Steven J.; Sarno, Lucio - In: Journal of financial economics 137 (2020) 3, pp. 659-678
Persistent link: https://www.econbiz.de/10012588343
Cover Image
Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.; Panayotov, George - In: Journal of financial economics 110 (2013) 1, pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
Cover Image
Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - In: Journal of financial economics 127 (2018) 2, pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Cover Image
The impact of jumps on carry trade returns
Lee, Suzanne S.; Wang, Minhong - In: Journal of financial economics 131 (2019) 2, pp. 433-455
Persistent link: https://www.econbiz.de/10012131572
Cover Image
How big is the premium for currency risk?
De Santis, Giorgio - In: Journal of financial economics 49 (1998) 3, pp. 375-412
Persistent link: https://www.econbiz.de/10001246742
Cover Image
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.; Jacobs, Kris; Ornthanalai, … - In: Journal of financial economics 90 (2008) 3, pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Cover Image
Option markets and implied volatility : past versus present
Mixon, Scott - In: Journal of financial economics 94 (2009) 2, pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Cover Image
Cross-section of option returns and volatility
Goyal, Amit; Saretto, Alessio - In: Journal of financial economics 94 (2009) 2, pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
Cover Image
Jump risk, stock returns, and slope of implied volatility smile
Yan, Shu - In: Journal of financial economics 99 (2011) 1, pp. 216-233
Persistent link: https://www.econbiz.de/10009242390