//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Covered interest arbitrage pro...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
USA
35
United States
35
Capital income
26
Hong Kong
26
Hongkong
26
Kapitaleinkommen
26
Börsenkurs
25
Forecasting model
25
Prognoseverfahren
25
Share price
25
Yield curve
24
Zinsstruktur
24
Theorie
21
Theory
21
Exchange rate
19
Wechselkurs
19
Schätzung
17
Index futures
16
Index-Futures
16
Risikoprämie
15
Risk premium
15
Welt
15
World
15
Volatility
14
Volatilität
14
Aktienmarkt
13
Derivat
13
Derivative
13
Stock market
13
Arbitrage
12
Großbritannien
12
Japan
12
United Kingdom
12
Ankündigungseffekt
11
Announcement effect
11
Bond market
11
Capital mobility
11
Kapitalmobilität
11
Deutschland
10
more ...
less ...
Online availability
All
Free
4
Undetermined
4
Type of publication
All
Article
9
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
17
Author
All
Valente, Giorgio
14
Sarno, Lucio
8
Fung, Joseph K. W.
3
Tse, Yiuman
3
Chadha, Jagjit
2
McCracken, Michael W.
2
Thornton, Daniel L.
2
Wohar, Mark E.
2
Ahmed, Shamim
1
Cheng, Kevin H. K.
1
Hördahl, Peter
1
Liu, Xiaoquan
1
Remolona, Eli M.
1
So, Inhwan
1
Wu, Jason
1
more ...
less ...
Institution
All
University of Hong Kong / School of Economics and Finance
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
3
The journal of futures markets
3
Applied financial economics
1
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
Economic inquiry : journal of the Western Economic Association International
1
FRB of St. Louis Working Paper
1
HKIMR working paper
1
IMF staff papers
1
International journal of forecasting
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Working paper
1
Working papers / Bank for International Settlements
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 518-536
Persistent link: https://www.econbiz.de/10003714981
Saved in:
2
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
-
2007
Persistent link: https://www.econbiz.de/10003682741
Saved in:
3
How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K.
;
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 375-398
Persistent link: https://www.econbiz.de/10002647868
Saved in:
4
Monetary policy rules and regime shifts
Valente, Giorgio
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 525-535
Persistent link: https://www.econbiz.de/10001770781
Saved in:
5
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
Saved in:
6
Expectations and risk premia at 8:30AM : macroeconomic announcements and the yield curve
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
-
2015
Persistent link: https://www.econbiz.de/10011437580
Saved in:
7
Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
Saved in:
8
Monetary policy rules, asset prices, and exchange rates
Chadha, Jagjit
;
Sarno, Lucio
;
Valente, Giorgio
- In:
IMF staff papers
51
(
2004
)
3
,
pp. 529-552
Persistent link: https://www.econbiz.de/10002733163
Saved in:
9
Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio
;
Valente, Giorgio
;
Wohar, Mark E.
- In:
Economic inquiry : journal of the Western Economic …
42
(
2004
)
2
,
pp. 179-193
Persistent link: https://www.econbiz.de/10002030002
Saved in:
10
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->