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Sovereign risk ratings : biased toward developed counties?
Gültekin-Karaka̦s, Derya; Hisarciklilar, Mehtap; … - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 69-87
Persistent link: https://www.econbiz.de/10009313737
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Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk
Leonhardt, A.; Rathgeber, Andreas W.; Stadler, Johannes; … - In: Applied economics 47 (2015) 25/27, pp. 2860-2877
Persistent link: https://www.econbiz.de/10010519848
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Toward impact functions for stochastic climate change
Estrada, Francisco; Tol, Rchard S. J. - In: Climate change economics 6 (2015) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10011419459
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Do audit fees reflect risk premiums for control risk?
Jiang, Wei; Son, Myungsoo - In: Journal of accounting, auditing & finance 30 (2015) 3, pp. 318-340
Persistent link: https://www.econbiz.de/10011303029
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Forward rates, monetary policy and the economic cycle
Ielpo, Florian - In: Journal of forecasting 34 (2015) 4, pp. 241-260
Persistent link: https://www.econbiz.de/10011305221
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Implied idiosyncratic volatility and stock return predictability
Mateus, Cesario; Konsilp, Worawuth - In: Journal of mathematical finance 4 (2014) 5, pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
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Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian - In: Journal of financial engineering 2 (2015) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
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Durable consumption, long-run risk and the equity premium
Guo, Na; Smith, Peter N. - 2012
Persistent link: https://www.econbiz.de/10009728052
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Equity returns and the business cycle : the role of supply and demand shocks
Mendoza Velázquez, Alfonso; Smith, Peter N. - 2012
Persistent link: https://www.econbiz.de/10009728053
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The equilibrium risk premium on the forward market for foreign currency
Broll, Udo; Eckwert, Bernhard - 1996
This paper constructs an intertemporal model of the spot and forward markets for foreign exchange and shows that in equilibrium the forward market is unbiased, i.e., the forward rate is equal to the expected spot rate which will prevail in the market next period. This holds true as long as the...
Persistent link: https://www.econbiz.de/10009620811