Expected currency returns and volatility risk premia

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The North American journal of economics and finance
1. Verfasser: Ornelas, José Renato Haas (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
Schlagworte:
Currency return predictability > Volatility risk premium > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison 2023 Li, Houjian
Forecasting stock return volatility in data-rich environment : a new powerful predictor 2023 Dai, Zhifeng
Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments 2023 Deng, Shangkun
Hedge fund performance persistence under different business cycles and stock market regimes 2023 Stafylas, Dimitrios
Low interest rates, bank's search-for-yield behavior and financial portfolio management 2023 Lojak, Benjamin
Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios 2023 Díaz Pérez, Antonio
A study on equity home bias using vine copula approach 2023 Garg, Jyoti
The British Stock Market, currencies, brexit, and media sentiments : a big data analysis 2023 Basak, Gopal Krishna
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach 2023 Chang, Hao Wen
Systemic risk of Chinese financial institutions and asset price bubbles 2023 Zhang, Xiaoming
Analyzing quantile spillover effects among international financial markets 2023 Wang, Jie
Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion 2023 Lago-Balsalobre, Rubén
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches 2023 Jiang, Yonghong
Digital finance and misallocation of resources among firms : evidence from China 2023 Jin, Laiqun
Inflation-related tax distortions in business valuation models : a clarification 2023 Nguyen, Kim-Duc
Cyclical capital structure decisions 2023 Llobet-Dalmases, Joan
Do the differences in legal systems hinder international enterprises' debt financing? 2023 Wang, Jin-Meng
Is a co-jump in prices a sparse jump? 2023 Song, Shijia
Dynamic interaction of risk-return trade-offs between oil market and China's stock market : an analysis from the risk preferences perspective 2023 He, Zhifang
Peer effect on dividends and return comovement 2023 Seo, Sung Won
Alle Artikel auflisten