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~subject:"Risk premium"
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1
Deviations from daily uncovered interest rate parity and the role of intervention
Baillie, Richard
;
Osterberg, William P.
- In:
Journal of international financial markets, …
10
(
2000
)
3/4
,
pp. 363-379
Persistent link: https://www.econbiz.de/10001532763
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2
Central bank intervention and risk in the forward market
Baillie, Richard
- In:
Journal of international economics
43
(
1997
)
3
,
pp. 483-497
Persistent link: https://www.econbiz.de/10001233548
Saved in:
3
Central bank intervention and overnight uncovered interest rate parity
Baillie, Richard T.
;
Osterberg, William P.
-
1998
Persistent link: https://www.econbiz.de/10001363981
Saved in:
4
The risk premium in forward foreign exchange markets and G-3 Central Bank intervention : evidence of daily effects, 1985-1990
Baillie, Richard
-
1991
Persistent link: https://www.econbiz.de/10013446140
Saved in:
5
Intervention and the risk premium in foreign exchange rates
Osterberg, William P.
-
1989
Persistent link: https://www.econbiz.de/10000773156
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6
Intervention and the foreign exchange risk premium : an empirical investigation of daily effects
Humpage, Owen F.
- In:
Global finance journal
3
(
1992
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10001129988
Saved in:
7
Intervention and the foreign exchange risk premium : an empirical investigation of daily effects
Humpage, Owen F.
-
1990
Persistent link: https://www.econbiz.de/10013446111
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8
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:
9
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:
10
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
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