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Risikoprämie
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Bekaert, Geert
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Lettau, Martin
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Ang, Andrew
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Gollier, Christian
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Hagen, Jürgen von
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Ludvigson, Sydney C.
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Taylor, Alan M.
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Fabozzi, Frank J.
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Londono, Juan M.
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Shaliastovich, Ivan
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Piazzesi, Monika
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Almeida, Caio
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Prokopczuk, Marcel
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International Association for the Study of Insurance Economics
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Massachusetts Institute of Technology / Department of Economics
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National Centre of Competence in Research North South <Bern>
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Technische Universität Braunschweig
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NBER working paper series
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Journal of banking & finance
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Finance research letters
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The review of financial studies
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Journal of international money and finance
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Economics letters
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Applied economics
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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Energy economics
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Journal of monetary economics
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ECB Working Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of futures markets
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CESifo working papers
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IMF working papers
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Staff reports / Federal Reserve Bank of New York
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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EconStor
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USB Cologne (business full texts)
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
Saved in:
2
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
3
Speculative trading and its effect on the forward premium puzzle : new evidence from Japanese yen market
Czech, Katarzyna
- In:
Bank i kredyt
51
(
2020
)
2
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012262268
Saved in:
4
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
5
Crash-neutral currency carry trades
Jurek, Jakub W.
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 325-347
Persistent link: https://www.econbiz.de/10010495135
Saved in:
6
Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.
;
Ma, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
Saved in:
7
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard
;
Chang, Sanders S.
- In:
Journal of financial markets
14
(
2011
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
Saved in:
8
Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.
;
Ma, Jun
-
2014
Persistent link: https://www.econbiz.de/10010407463
Saved in:
9
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios
;
Elias, Nikolaos
;
Smyrnakis, …
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 252-269
Persistent link: https://www.econbiz.de/10012496681
Saved in:
10
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
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