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New Evidence on the Forward Un...
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Welt
Exchange rate
84
Wechselkurs
84
Theorie
68
Theory
67
World
66
USA
57
United States
54
Estimation
52
Schätzung
52
Devisenmarkt
44
Foreign exchange market
43
Risk premium
42
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41
Prognoseverfahren
39
Forecasting model
38
Kaufkraftparität
38
Purchasing power parity
38
Zinsstruktur
37
Yield curve
36
Großbritannien
34
United Kingdom
33
Volatility
31
Exchange rate theory
29
Volatilität
29
Wechselkurstheorie
29
Exchange rate risk
28
Währungsrisiko
28
Japan
26
Deutschland
23
Germany
22
Kapitaleinkommen
22
exchange rates
22
Exchange rate policy
21
Wechselkurspolitik
21
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20
Monetary policy
19
US-Dollar
19
Geldpolitik
18
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17
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English
66
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Sarno, Lucio
66
Menkhoff, Lukas
28
Schmeling, Maik
25
Schrimpf, Andreas
15
Fratzscher, Marcel
13
Heidland, Tobias
10
Della Corte, Pasquale
8
Gloede, Oliver
6
Eichengreen, Barry
5
Mody, Ashoka
5
Nedeljkovic, Milan
5
Valente, Giorgio
5
Cenedese, Gino
4
Payne, Richard
4
Riddiough, Steven J.
4
Wagner, Christian
4
Cespa, Giovanni
3
Gargano, Antonio
3
Ramadorai, Tarun
3
Schneider, Paul
3
Banti, Chiara
2
Delēs, Manthos D.
2
Nucera, Federico
2
Phylaktis, Kate
2
Politsidis, Panagiotis N.
2
Riddiough, Steven
2
Stoehr, Tobias
2
Tsiakas, Ilias
2
Ulloa, Barbara
2
Zinna, Gabriele
2
Chadha, Jagjit S.
1
Gallagher, Liam
1
James, Jessica
1
Marsh, Professor Ian
1
Taylor, Mark P.
1
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National Bureau of Economic Research
1
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Discussion paper / Centre for Economic Policy Research
8
The review of financial studies
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
EMG working paper series
3
Journal of financial economics
3
Journal of international money and finance
3
BIS Working Paper
2
BIS working papers
2
DIW Berlin Discussion Paper
2
The journal of finance : the journal of the American Finance Association
2
American economic journal : a journal of the American Economic Association
1
Applied financial economics
1
Bank of England Working Paper
1
Discussion papers / CEPR
1
IMF economic review
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of money, credit and banking : JMCB
1
Kiel working paper
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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1
NBER working paper series
1
Review of finance : journal of the European Finance Association
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Staff working papers / Bank of England
1
The economic journal : the journal of the Royal Economic Society
1
Wiley Handbooks in Financial Engineering and Econometrics Ser
1
Winner of the Kepos Capital Award for the Best Paper on Investments at the 2013 WFA Meeting
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
66
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Exchange rate and interest rate volatility in the European monetary system : some further results
Sarno, Lucio
- In:
Applied financial economics
7
(
1997
)
3
,
pp. 255-263
Persistent link: https://www.econbiz.de/10001227556
Saved in:
2
How the subprime crisis went global : evidence from bank credit default swap spreads
Eichengreen, Barry
;
Mody, Ashoka
;
Nedeljkovic, Milan
; …
-
2009
Persistent link: https://www.econbiz.de/10003837047
Saved in:
3
Carry trades and global foreign exchange volatility
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
-
2011
Persistent link: https://www.econbiz.de/10008990031
Saved in:
4
Currency momentum strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
-
2012
Persistent link: https://www.econbiz.de/10009502371
Saved in:
5
Carry trades and global foreign exchange volatility
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 681-718
Persistent link: https://www.econbiz.de/10009533994
Saved in:
6
A century of equity premium predictability and the consumption-wealth ratio : an international perspective
Della Corte, Pasquale
;
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10009267297
Saved in:
7
Properties of foreign exchange risk premiums
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
-
2011
Persistent link: https://www.econbiz.de/10009310055
Saved in:
8
What do stock markets tell us about exchange rates?
Cenedese, Gino
;
Payne, Richard
;
Sarno, Lucio
;
Valente, …
-
2015
Persistent link: https://www.econbiz.de/10011327133
Saved in:
9
Properties of foreign exchange risk premiums
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 279-310
Persistent link: https://www.econbiz.de/10009666833
Saved in:
10
Currency momentum strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 660-684
Persistent link: https://www.econbiz.de/10009710153
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