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Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Nitschka, Thomas - In: Journal of international money and finance 83 (2018), pp. 44-54
Persistent link: https://www.econbiz.de/10012000302
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Systematic consumption risk in currency returns
Hoffmann, Mathias; Studer-Suter, Rahel - In: Journal of international money and finance 74 (2017), pp. 187-208
Persistent link: https://www.econbiz.de/10011787938
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The time-varying risk price of currency portfolios
Byrne, Joseph P.; Ibrahim, Boulis Maher; Sakemoto, Ryuta - In: Journal of international money and finance 124 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
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The response of equity prices to monetary policy announcements : decomposing the announcement day return into cash-flow news, interest rate news, and risk premium news
Stotz, Olaf - In: Journal of international money and finance 99 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012313601
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Incomplete markets, borrowing constraints, and the foreign exchange risk premium
Leduc, Sylvain - In: Journal of international money and finance 21 (2002) 7, pp. 957-980
Persistent link: https://www.econbiz.de/10001717410
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Calculating the equity cost of capital using the APT : the impact of the ERM
Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of international money and finance 17 (1998) 6, pp. 949-965
Persistent link: https://www.econbiz.de/10001381763
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Bond risk premia in a small open economy with volatile capital flows : the case of Korea
Yun, Jaeho - In: Journal of international money and finance 93 (2019), pp. 223-243
Persistent link: https://www.econbiz.de/10012138637
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Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew; Bagnarosa, Guillaume; Peters, Gareth - In: Journal of international money and finance 73 (2017), pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
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Risk factor and industry effects in the cross-country comovement of momentum returns
Naranjo, Andy; Porter, Burt - In: Journal of international money and finance 29 (2010) 2, pp. 275-299
Persistent link: https://www.econbiz.de/10003944959
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Currency excess returns and global downside market risk
Atanasov, Victoria; Nitschka, Thomas - In: Journal of international money and finance 47 (2014), pp. 268-285
Persistent link: https://www.econbiz.de/10010464017