Similar Search Results - EconBiz

A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem

Bakshi, Gurdip S.; Chabi-Yo, Fousseni; Gao, Xiaohui - In: The review of financial studies 31 (2018) 2, pp. 532-555

Persistent link: https://www.econbiz.de/10011925241

Short-rate expectations and unexpected returns in treasury bonds

Cieślak, Anna - In: The review of financial studies 31 (2018) 9, pp. 3265-3306

Persistent link: https://www.econbiz.de/10011927849

Do Municipal Bond Investors Pay a Convenience Premium to Avoid Taxes?

Fleckenstein, Matthias; Longstaff, Francis A. - National Bureau of Economic Research - 2023

We study the valuation of state-issued tax-exempt municipal bonds and find that there are significant convenience premia in their prices. These premia parallel those identified in Treasury markets. We find evidence that these premia are tax related. Specifically, the premia are related to...

Persistent link: https://www.econbiz.de/10014322776

Major currency ETFs and their associated spot and futures rates

Padungsaksawasdi, Chaiyuth; Parhizgari, Ali M. - In: Review of Pacific Basin financial markets and policies 20 (2017) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10011779032

Order-Flow und Preissetzung im Wandel der Devisenmarktstruktur

Wanke, Sebastian - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003326364

Timing exchange rates using order flow : the case of the Loonie

King, Michael R.; Sarno, Lucio; Sojli, Elvira - In: Journal of banking & finance 34 (2010) 12, pp. 2917-2928

Persistent link: https://www.econbiz.de/10008859370

Price discovery in the foreign currency futures and spot market

Rosenberg, Joshua V. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003383066

Exchange rates and FOMC days

Ahn, Seung Chan; Melvin, Michael - In: Journal of money, credit and banking : JMCB 39 (2007) 5, pp. 1245-1266

Persistent link: https://www.econbiz.de/10003552768

When do central bank interventions influence intra-daily and longer-term exchange rate movements

Dominguez, Kathryn M. - In: Journal of international money and finance 25 (2006) 7, pp. 1051-1071

Persistent link: https://www.econbiz.de/10003394347

Exchange rate response to macronews : through the lens of microstructure

Savaser, Tanseli - In: Journal of international financial markets, … 21 (2011) 1, pp. 107-126

Persistent link: https://www.econbiz.de/10009259716

A service of the