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ECONIS (ZBW)
730
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1
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10
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730
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1
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:
2
Shipping market integration : the case of sticky newbuilding prices
Adland, Roar
;
Jia, Haiying
- In:
Maritime economics & logistics : a quarterly scientific …
17
(
2015
)
4
,
pp. 389-398
Persistent link: https://www.econbiz.de/10011445817
Saved in:
3
Sovereign credit default swap premia
Augustin, Patrick
- In:
Journal of investment management : JOIM
12
(
2014
)
2
,
pp. 65-102
Persistent link: https://www.econbiz.de/10010388906
Saved in:
4
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
5
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
6
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
7
Shock propagation across the futures term structure : evidence from crude oil prices
Lautier, Delphine H.
;
Raynaud, Franck
;
Robe, Michel A.
- In:
The energy journal
40
(
2019
)
3
,
pp. 125-153
Persistent link: https://www.econbiz.de/10012053253
Saved in:
8
The term structure of CDS spreads and sovereign credit risk
Augustin, Patrick
- In:
Journal of monetary economics
96
(
2018
),
pp. 53-76
Persistent link: https://www.econbiz.de/10012108993
Saved in:
9
Up- and downside variance risk premia in global equity markets
Held, Matthias
;
Kapraun, Julia
;
Omachel, Marcel
; …
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012521039
Saved in:
10
Sharpe-optimal volatility futures carry
Uhl, Björn
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
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