Christian Wagner : Citation Profile


Are you Christian Wagner?

Copenhagen Business School

6

H index

4

i10 index

171

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 21
   Journals where Christian Wagner has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 3 (1.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa220
   Updated: 2019-11-16    RAS profile: 2016-11-29    
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Relations with other researchers


Works with:

Zechner, Josef (2)

Schneider, Paul (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Wagner.

Is cited by:

Sarno, Lucio (9)

Martin, Ian (8)

Schrimpf, Andreas (7)

Vithessonthi, Chaiporn (6)

Verdelhan, Adrien (5)

Schmeling, Maik (5)

Menkhoff, Lukas (5)

Kremens, Lukas (4)

Comunale, Mariarosaria (4)

JOCHEM, Axel (3)

Moore, Michael (3)

Cites to:

Sarno, Lucio (21)

Hodrick, Robert (19)

Engel, Charles (16)

Bekaert, Geert (16)

Campbell, John (15)

Verdelhan, Adrien (13)

Lyons, Richard (9)

Valente, Giorgio (9)

Schneider, Paul (8)

Farhi, Emmanuel (8)

Gabaix, Xavier (8)

Main data


Where Christian Wagner has published?


Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Christian Wagner (2018 and 2017)


YearTitle of citing document
2019Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2019). Verdelhan, Adrien ; Lustig, Hanno. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:6:p:2208-44.

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2019Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?. (2019). Wu, Gabriel ; Fong, Tom. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-20.

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2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

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2018Distress Anomaly and Shareholder Risk: International Evidence. (2018). Eisdorfer, Assaf ; Zhdanov, Alexei ; Goyal, Amit. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:553-581.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018Bidding strategies in Austrian and German balancing power auctions. (2018). Ocker, Fabian ; Ott, Marion ; Ehrhart, Karlmartin. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:7:y:2018:i:6:n:e303.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2019Bidding into balancing markets in a hydro-dominated electricity system. (2019). Weigt, Hannes ; Schillinger, Moritz. In: Working papers. RePEc:bsl:wpaper:2019/13.

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2019Balancing Market Design and Opportunity Cost - The Swiss Case. (2019). Schillinger, Moritz. In: Working papers. RePEc:bsl:wpaper:2019/14.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2cm6p186.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2017The Quanto Theory of Exchange Rates. (2017). Martin, Ian ; Kremens, Lukas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11970.

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2018The Lost Capital Asset Pricing Model. (2018). Andrei, Daniel ; Wilson, Mungo ; Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12607.

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2018Generalized Recovery. (2018). Lando, David ; Jensen, Christian Skov ; Pedersen, Lasse Heje. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12665.

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2018Forecasting Methods in Finance. (2018). Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12692.

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2018Options and the Gamma Knife. (2018). Martin, Ian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12883.

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2018Notes on the Yield Curve. (2018). Martin, Ian ; Ross, Stephen . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13176.

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2018International yield curves and currency puzzles. (2018). Chernov, Mikhail ; Creal, Drew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13252.

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2018Estimating a Latent Risk Premium in Exchange Rate Futures. (2018). de Vries, Casper ; Bernoth, Kerstin ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1733.

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2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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2017Linear–quadratic term structure models for negative euro area yields. (2017). Realdon, Marco ; Boonyanet, Wachira . In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:149-153.

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2019Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975.

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2019Isolating the disaster risk premium with equity options. (2019). Horvath, Jaroslav. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:138-148.

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2017Shifting load through space–The economics of spatial demand side management using distributed data centers. (2017). Fridgen, Gilbert ; Wederhake, Lars ; Thimmel, Markus ; Keller, Robert . In: Energy Policy. RePEc:eee:enepol:v:109:y:2017:i:c:p:400-413.

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2018Stock return expectations in the credit market. (2018). Byström, Hans ; Bystrom, Hans. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:85-92.

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2018Debt market illiquidity and correlated default risk. (2018). Javadi, Siamak ; Mollagholamali, Mohsen. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:266-273.

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2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

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2018Multi-factor asset pricing models: Factor construction choices and the revisit of pricing factors. (2018). Skoir, Matev ; Lonarski, Igor. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:65-80.

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2017The q-factors and expected bond returns. (2017). Franke, Benedikt ; Muller, Sonja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:19-35.

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2017The term structure of credit spreads, firm fundamentals, and expected stock returns. (2017). Han, Bing ; Zhou, YI ; Subrahmanyam, Avanidhar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:147-171.

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2019The impact of jumps on carry trade returns. (2019). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:433-455.

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2019Bear beta. (2019). Murray, Scott ; Lu, Zhongjin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:736-760.

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2019Variance risk in aggregate stock returns and time-varying return predictability. (2019). Pyun, Sungjune. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:150-174.

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2019An anatomy of the market return. (2019). Schneider, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:325-350.

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2019Generalized recovery. (2019). Pedersen, Lasse Heje ; Lando, David ; Jensen, Christian Skov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:154-174.

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2017International house price cycles, monetary policy and credit. (2017). Bauer, Gregory. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018Conditioning carry trades: Less risk, more return. (2018). Mulder, Arjen ; Tims, Ben . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:1-19.

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2019The world predictive power of U.S. equity market skewness risk. (2019). Yao, Jiaquan ; Xue, Shuyu ; Jiang, Fuwei ; Chen, Jian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:210-227.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2017Credit quality implied momentum profits for Islamic stocks. (2017). Narayan, Seema ; Tran, Vuong Thao ; Thuraisamy, Kannan Sivananthan ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:11-23.

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2019The quanto theory of exchange rates. (2019). Martin, Ian ; Kremens, Lukas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:89839.

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2018Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia. (2018). Gourio, Francois ; Farhi, Emmanuel. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-19.

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2018Relative pricing and risk premia in equity volatility markets. (2018). Van Tassel, Peter. In: Staff Reports. RePEc:fip:fednsr:867.

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2018Impact of Market Risk on Credit Risk of Subsequent Period in Manufacturing Sector of Pakistan. (2018). Zareef, Ayesha ; Hassan, Shazia ; Shabbir, Munawar. In: Global Social Sciences Review. RePEc:gss:journl:v:3:y:2018:i:3:p:281-299.

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2019A critique of momentum anomalies. (2019). de Oliveira, Thiago. In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2019_005.

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2017Dynamic Momentum and Contrarian Trading. (2017). Dobrynskaya, Victoria. In: HSE Working papers. RePEc:hig:wpaper:61/fe/2017.

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2017Exchange Rate Pass-Through in the Euro Area. (2017). Comunale, Mariarosaria ; Kunovac, Davor. In: Working Papers. RePEc:hnb:wpaper:46.

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2018The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9.

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2019Firm Value and the Impact of Operational Management. (2019). Karathanasopoulos, Andreas ; Mitra, Sovan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:1:d:10.1007_s10690-018-9258-1.

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2017Exchange Rate Pass-Through in the Euro Area. (2017). Comunale, Mariarosaria ; Kunovac, Davor. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:38.

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2017Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates. (2017). Lustig, Hanno ; Richmond, Robert J. In: NBER Working Papers. RePEc:nbr:nberwo:23773.

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2019Global Price of Risk and Stabilization Policies. (2019). Adrian, Tobias ; Vogt, Erik ; Stackman, Daniel. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00075-3.

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2019Interactions between Credit and Market Risk, Diversification vs Compounding effects. (2019). Szybisz, Martin Andres. In: MPRA Paper. RePEc:pra:mprapa:93173.

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2018The Contribution of Frictions to Expected Returns. (2018). Skiadopoulos, George ; Hiraki, Kazuhiro. In: Working Papers. RePEc:qmw:qmwecw:874.

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2017What Is the Expected Return on a Stock?. (2017). Martin, Ian ; Wagner, Christian. In: 2017 Meeting Papers. RePEc:red:sed017:146.

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2017Nominal Exchange Rate Stationarity and Long-Term Bond Returns. (2017). Verdelhan, Adrien ; Lustig, Hanno ; Stathopoulos, Andreas. In: 2017 Meeting Papers. RePEc:red:sed017:1633.

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2017Labor Rigidity and the Dynamics of the Value Premium. (2017). Marfè, Roberto ; Marfe, Roberto. In: 2017 Meeting Papers. RePEc:red:sed017:466.

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2018Investigating Global Labor and Pro t Shares. (2018). Gutierrez, German. In: 2018 Meeting Papers. RePEc:red:sed018:165.

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2019.

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2018Aggregate Expected Investment Growth and Stock Market Returns. (2018). Yu, Jianfeng ; Wang, Huijun ; Li, Jun. In: ADBI Working Papers. RePEc:ris:adbiwp:0808.

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2019FLIGHTS TO SAFETY. (2019). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/968.

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2018ДОХОДНОСТЬ СТРАТЕГИИ CARRY TRADE // THE YIELD OF THE CARRY TRADE STRATEGY. (2018). Yu, Mikhailov A ; А. Михайлов Ю., . In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2018:i:3:p:52-63.

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2018Corporate hedging: an answer to the “how” question. (2018). Blomvall, Jorgen ; Ekblom, Jonas. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2645-6.

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2018How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts. (2018). Ribeiro, Pedro Pires ; Curto, Jose Dias . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1268-8.

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2018Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen . In: Other publications TiSEM. RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

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2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities. (2017). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Mazzeu, Joao Henrique . In: Working Papers. RePEc:ucr:wpaper:201709.

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2017Low-beta strategies. (2017). Korn, Olaf ; Kuntz, Laura-Chloe . In: CFR Working Papers. RePEc:zbw:cfrwps:1517r.

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Works by Christian Wagner:


YearTitleTypeCited
2014The Cross-Section of Credit Risk Premia and Equity Returns In: Journal of Finance.
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article19
2016What is the Expected Return on a Stock? In: CEPR Discussion Papers.
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paper31
2011Properties of Foreign Exchange Risk Premiums In: CEPR Discussion Papers.
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paper60
2012Properties of foreign exchange risk premiums.(2012) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 60
article
2012Properties of Foreign Exchange Risk Premiums.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 60
paper
2016The economic value of predicting bond risk premia In: Journal of Empirical Finance.
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article9
2009Reforming minute reserve policy in Germany: A step towards efficient markets? In: Energy Policy.
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article6
2010Trading the forward bias: Are there limits to speculation? In: Journal of International Money and Finance.
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article26
2012Risk-premia, carry-trade dynamics, and economic value of currency speculation In: Journal of International Money and Finance.
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article4
2009Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 4
paper
2008Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets In: Working Papers.
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paper4
2010Properties of Foreign Exchange Risk Premia In: MPRA Paper.
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paper5
2016Low risk anomalies? In: CFS Working Paper Series.
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paper7

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