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Asset return dynamics and the...
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Volatility
Risikoprämie
12,387
Risk premium
12,255
Theorie
8,509
Theory
8,383
Devisenmarkt
6,328
Foreign exchange market
5,988
Schätzung
4,327
Estimation
4,233
Kapitaleinkommen
3,630
Capital income
3,620
Wechselkurs
3,455
CAPM
3,351
Währungsrisiko
3,322
Exchange rate
3,303
Market microstructure
3,225
Volatilität
3,096
Marktmikrostruktur
3,058
Exchange rate risk
3,054
Börsenkurs
2,920
Share price
2,885
USA
2,737
Welt
2,721
World
2,685
United States
2,644
Zinsstruktur
2,455
Yield curve
2,418
Zinsparität
2,006
Interest rate parity
1,950
Risiko
1,889
Risk
1,868
Portfolio-Management
1,699
Portfolio selection
1,689
Aktienmarkt
1,569
Stock market
1,546
Kreditrisiko
1,351
Credit risk
1,349
Geldpolitik
1,306
Prognoseverfahren
1,303
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1,293
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Free
1,071
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1
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research-article
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Bollerslev, Tim
36
Kyle, Albert S.
23
Zhou, Hao
20
Bansal, Ravi
19
Andersen, Torben
18
Bekaert, Geert
17
Kočenda, Evžen
17
McAleer, Michael
15
Obizhaeva, Anna A.
15
Sarno, Lucio
15
Yaron, Amir
15
Mykland, Per A.
14
Todorov, Viktor
14
Hautsch, Nikolaus
13
Melvin, Michael
13
Caporale, Guglielmo Maria
12
Li, Yingying
12
Rime, Dagfinn
11
Shaliastovich, Ivan
11
Tauchen, George Eugene
11
Evans, Martin D. D.
10
Gupta, Rangan
10
Hammoudeh, Shawkat
10
Hoerova, Marie
10
Itō, Takatoshi
10
Jacobs, Kris
10
Leippold, Markus
10
Liu, Zhi
10
Meddahi, Nour
10
Schlag, Christian
10
Aït-Sahalia, Yacine
9
Belke, Ansgar
9
Bondarenko, Oleg
9
Della Corte, Pasquale
9
Diebold, Francis X.
9
Ito, Takatoshi
9
Kurz, Mordecai
9
Neely, Christopher J.
9
Obižaeva, Anna
9
Prokopczuk, Marcel
9
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Brookings Institution
1
Business Information Centre <Toronto>
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Conference Board
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro
1
Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of St. Louis
1
Georgetown University / Economics Department
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Group of Thirty
1
Handelshøyskolen BI
1
Hongkong / Monetary Authority
1
Institute of Finance and Accounting <London>
1
International Monetary Fund
1
Internationaler Währungsfonds
1
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
1
Massachusetts Institute of Technology / Department of Economics
1
Melbourne Institute of Applied Economic and Social Research
1
Nationalekonomiska Institutionen <Göteborg>
1
Reuters Limited <London>
1
Salomon Center
1
Stanford Institute for Economic Policy Research
1
Türkiye Cumhuriyet Merkez Bankası
1
University of Canterbury / Dept. of Economics and Finance
1
Université Paris-Dauphine (Paris IX)
1
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Journal of banking & finance
74
Journal of econometrics
55
Journal of financial economics
53
Finance research letters
46
Journal of international money and finance
46
Working paper / National Bureau of Economic Research, Inc.
46
NBER working paper series
44
International review of financial analysis
41
Journal of empirical finance
41
Journal of international financial markets, institutions & money
39
NBER Working Paper
37
International review of economics & finance : IREF
36
The North American journal of economics and finance : a journal of financial economics studies
31
Economic modelling
29
Journal of financial markets
27
Applied economics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
The journal of futures markets
24
Research paper series / Swiss Finance Institute
23
The European journal of finance
22
Energy economics
21
The journal of finance : the journal of the American Finance Association
21
The review of financial studies
21
Working paper
21
Applied financial economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Pacific-Basin finance journal
20
Research in international business and finance
20
Discussion paper / Centre for Economic Policy Research
18
CESifo working papers
17
Journal of risk and financial management : JRFM
17
Discussion papers / CEPR
15
Economics letters
15
Journal of financial and quantitative analysis : JFQA
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Quantitative finance
15
Swiss Finance Institute Research Paper
15
Applied economics letters
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
Finance and economics discussion series
13
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Source
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ECONIS (ZBW)
3,056
RePEc
8
Other ZBW resources
5
BASE
2
EconStor
2
ArchiDok
1
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1
Dollar carry timing
Souza, Thiago de Oliveira
-
2020
Persistent link: https://www.econbiz.de/10012383860
Saved in:
2
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:
3
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
4
Conditioning carry trades : less risk, more return
Mulder, Arjen
;
Tims, Ben
- In:
Journal of international money and finance
85
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012000369
Saved in:
5
Cyclical and persistent carry trade returns and forward premia
Zoubi, Haitham al-
- In:
The quarterly journal of finance
7
(
2017
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011774154
Saved in:
6
Currency carry trades - speculating against international parity conditions and the risk of exchange rate reversion : working Paper, this version July 2020
Mayer-Fiedrich, Matija Denise
;
Grzimek, Volker
-
2020
Persistent link: https://www.econbiz.de/10013550042
Saved in:
7
Ryzyko walutowe i wahania kursu PLN/EUR w latach 1999 - 2009
Kelm, Robert
- In:
Bank i kredyt
42
(
2011
)
2
,
pp. 31-66
Persistent link: https://www.econbiz.de/10009152183
Saved in:
8
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
Saved in:
9
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
10
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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