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Are dollar exchange rates cointegrated after all?
Girardin, Eric - In: Exchange rate policy in Europe, (pp. 7-23). 1997
Persistent link: https://www.econbiz.de/10001298344
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Empirische Tests der Erwartungs- und der Unverzerrtheitshypothese und die Politik der Zentralbank
Kugler, Peter - In: Spekulation, Preisbildung und Volatilität auf Finanz- …, (pp. 153-163). 1998
Persistent link: https://www.econbiz.de/10001322896
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The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon - In: Journal of empirical finance 34 (2015), pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
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The missing risk premium in exchange rates
Dahlquist, Magnus; Pénasse, Julien - In: Journal of financial economics 143 (2022) 2, pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
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Three essays on empirical asset pricing
Zhang, Xiaoyan - 2002
Persistent link: https://www.econbiz.de/10003777584
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Stock Return Predictability and Variance Risk Premia : Statistical Inference and International Evidence
Bollerslev, Tim - 2012
existing evidence of the U.S., we show that country specific regressions for France, Germany, Japan, Switzerland and the U …
Persistent link: https://www.econbiz.de/10013115149
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Stock Return Predictability and Variance Risk Premia : Statistical Inference and International Evidence
Bollerslev, Tim - 2012
existing evidence of the U.S., we show that country specific regressions for France, Germany, Japan, Switzerland and the U …
Persistent link: https://www.econbiz.de/10013109053
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International Stock Return Differentials and Real Exchange Rate Changes
Malliaropulos, Dimitris - 2022
This article investigates the link between international stock return differentials relative to the US and deviations from relative Purchasing Power Parity. Assuming that the real exchange rate and the relative stock price between two countries contain both permanent and temporary components, we...
Persistent link: https://www.econbiz.de/10013491880
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Are long-term bond yields excessively volatile?
Zhu, Zhen - In: Journal of economic studies 28 (2001) 6, pp. 433-445
Persistent link: https://www.econbiz.de/10001639039
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Is the currency risk priced in equity markets?
Giurda, Francesco (contributor); Tzavalis, Elias (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385