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A century of arbitrage and dis...
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1
A century of
arbitrage
and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo
;
Marin, Emile A.
-
2020
Persistent link: https://www.econbiz.de/10013190685
Saved in:
2
A century of
arbitrage
and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo
;
Marin, Emile
-
2020
Persistent link: https://www.econbiz.de/10012214844
Saved in:
3
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
Saved in:
4
Carry trade and foreign exchange rate puzzles
Spronk, Richard
;
Verschoor, Willem F. C.
;
Zwinkels, …
- In:
European economic review : EER
60
(
2013
),
pp. 17-31
Persistent link: https://www.econbiz.de/10009762410
Saved in:
5
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:
6
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
7
The economics of currency risk
Hassan, Tarek A.
;
Zhang, Tony
- In:
Annual review of economics
13
(
2021
),
pp. 281-307
Persistent link: https://www.econbiz.de/10012612565
Saved in:
8
The economics of currency risk
Hassan, Tarek A.
;
Zhang, Tony
-
2020
Persistent link: https://www.econbiz.de/10012306006
Saved in:
9
Foreign exchange order flow as a risk factor
Burnside, Craig
;
Cerrato, Mario
;
Zhang, Zhekai
-
2023
Persistent link: https://www.econbiz.de/10014234202
Saved in:
10
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
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