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Essays on FX variance risk premium, monetary policy and currency returns
Pozdeev, Igor - 2020
Variance risk premium is arguably one of the most important and robust risk premia documented in the academic finance. The first chapter of this thesis deals with variance risk on the FX market: therein, I recover risk-neutralized covariance matrices of currency returns and combine them with ex...
Persistent link: https://www.econbiz.de/10012214090
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Essays on the volatility of macroeconomic and financial time series
Yu, Wei-choun - 2006
Persistent link: https://www.econbiz.de/10003973905
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Time series studies on Indonesian Rupiah/USD rate 1995 - 2005
Hardiyanto, Antonius Viva - 2007
Persistent link: https://www.econbiz.de/10003410822
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Time varying risk premium and limited participation in financial markets
Wang, Xuedong - 2015
Persistent link: https://www.econbiz.de/10011279798
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Essays in international finance : the role of sovereign and banking credit risk in exchange rate determination
Pippart, Sören - 2016
Persistent link: https://www.econbiz.de/10011898738
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Monetary policy strategy and the behaviour of exchange rates : and empirical investigation
Almeida, Alvaro Fernando Santos - 1998
Persistent link: https://www.econbiz.de/10001474360
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Agentenbasierte Modelle für empirische Wechselkurse : ökonometrische Schätzung und Evaluierung
Jeleskovic, Vahidin - 2011
Persistent link: https://www.econbiz.de/10009383094
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Essays on political economy of financial markets
Hahne, Jana - 2012
Persistent link: https://www.econbiz.de/10009748942
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Structural VAR analyses of the oil market, financial markets, and the macroeconomy
Schneider, Daniel - 2013
Persistent link: https://www.econbiz.de/10010414541