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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
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Stock market uncertainty and uncovered equity parity deviation : evidence from Asia
Jung, Jiyong; Jung, Kuk Mo - In: Journal of Asian economics 73 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012802664
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Foreign exchange rate uncertainty in Korea
Lee, Seojin - In: East Asian economic review 24 (2020) 2, pp. 165-184
Persistent link: https://www.econbiz.de/10012239677
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Connectedness among Northeast Asian housing markets and business cycles
Lee, Hahn-shik; Lee, Woo Suk - In: East Asian economic review 24 (2020) 2, pp. 185-203
Persistent link: https://www.econbiz.de/10012239678
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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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Safe Asset Carry Trade
Ballensiefen, Benedikt - 2020
agreement (repo). A standard, no-arbitrage model with a market and a carry factor prices these near-money assets. While the …
Persistent link: https://www.econbiz.de/10012848481
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Safe asset carry trade
Ballensiefen, Benedikt; Ranaldo, Angelo - In: Review of asset pricing studies : RAPS 13 (2023) 2, pp. 223-265
Persistent link: https://www.econbiz.de/10014317763
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Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana; Kashif, Muhammad; Ur Rehman, Mobeen; … - In: International review of financial analysis 91 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
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Demand-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuiri - 2022
Persistent link: https://www.econbiz.de/10013175025
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Export under risk and expectation dependence
Broll, Udo; Pelster, Matthias; Kit, Pong Wong - 2021
achieved from the existence of risk sharing markets are the separationtheorem and the and full-hedging theorem. This note … examines the optimalproduction for exports and hedging decisions of a risk-averse rm facing bothhedgeable exchange rate risk … and non-hedgeable (background) risk. While theseparation property holds in this context, the full-hedging property does …
Persistent link: https://www.econbiz.de/10012514017