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Modeling field-level conservation tillage adoption with aggregate choice data
Wade, Tara; Kurkalova, Lyubov A.; Secchi, Silvia - In: Journal of agricultural and resource economics : JARE ; … 41 (2016) 2, pp. 266-285
Persistent link: https://www.econbiz.de/10011606661
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The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
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A producer theory with business risks
Kim, Seong-Hoon; Moon, Seongman - 2012
Persistent link: https://www.econbiz.de/10009573495
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Sovereign risk ratings : biased toward developed counties?
Gültekin-Karaka̦s, Derya; Hisarciklilar, Mehtap; … - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 69-87
Persistent link: https://www.econbiz.de/10009313737
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Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk
Leonhardt, A.; Rathgeber, Andreas W.; Stadler, Johannes; … - In: Applied economics 47 (2015) 25/27, pp. 2860-2877
Persistent link: https://www.econbiz.de/10010519848
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Toward impact functions for stochastic climate change
Estrada, Francisco; Tol, Rchard S. J. - In: Climate change economics 6 (2015) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10011419459
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Forward rates, monetary policy and the economic cycle
Ielpo, Florian - In: Journal of forecasting 34 (2015) 4, pp. 241-260
Persistent link: https://www.econbiz.de/10011305221
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Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian - In: Journal of financial engineering 2 (2015) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
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The equilibrium risk premium on the forward market for foreign currency
Broll, Udo; Eckwert, Bernhard - 1996
This paper constructs an intertemporal model of the spot and forward markets for foreign exchange and shows that in equilibrium the forward market is unbiased, i.e., the forward rate is equal to the expected spot rate which will prevail in the market next period. This holds true as long as the...
Persistent link: https://www.econbiz.de/10009620811
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Expectations, risk premia and information spanning in dynamic term structure model estimation
Guimarães, Rodrigo - 2014
Persistent link: https://www.econbiz.de/10010356924