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International tail risk and world fear
Hollstein, Fabian; Nguyen, Duc Binh Benno; Prokopczuk, … - In: Journal of international money and finance 93 (2019), pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
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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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Stock market volatility and the crash of 1987 : evidence from six emerging markets
Choudhry, Taufiq - In: Journal of international money and finance 15 (1996) 6, pp. 969-981
Persistent link: https://www.econbiz.de/10001216666
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Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations
Sarantis, Nicholas - In: Journal of international money and finance 25 (2006) 7, pp. 1168-1186
Persistent link: https://www.econbiz.de/10003394357
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Risk premia in crude oil futures prices
Hamilton, James D.; Wu, Jing Cynthia - In: Journal of international money and finance 42 (2014), pp. 9-37
Persistent link: https://www.econbiz.de/10010371842
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Conditioning carry trades : less risk, more return
Mulder, Arjen; Tims, Ben - In: Journal of international money and finance 85 (2018), pp. 1-19
Persistent link: https://www.econbiz.de/10012000369
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Volatility risk premia and future commodity returns
Ornelas, José Renato Haas; Mauad, Roberto Baltieri - In: Journal of international money and finance 96 (2019), pp. 341-360
Persistent link: https://www.econbiz.de/10012139839
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The world market risk premium and U.S. macroeconomic announcements
Du, Ding; Hu, Ou - In: Journal of international money and finance 58 (2015), pp. 75-97
Persistent link: https://www.econbiz.de/10011478234
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Economic freedom and the stability of stock prices : a cross-country analysis
Blau, Benjamin; Brough, Tyler J.; Thomas, Diana Weinert - In: Journal of international money and finance 41 (2014), pp. 182-196
Persistent link: https://www.econbiz.de/10010338699