FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2019705654> ?p ?o ?g. }

• W2019705654 endingPage "2877" @default.
• W2019705654 startingPage "2860" @default.
• W2019705654 abstract "By using daily foreign exchange (fx) market data for five major currency pairs, this article shows that, especially since the beginning of the financial crisis, pricing of fx forwards has not matched the pricing formula derived from the covered interest rate parity (CIP). This corresponds to previous empirical results. Therefore, the CIP leads to systematic over- or underpricing. Overall, four statistically significant explanatory factors for this systematic over- or underpricing have been identified – the volatility in the difference between the interest rate levels, the spot price, the fx forward spread and the counterparty risk. In particular, the high significance of the counterparty risk demonstrates that pricing models for fx forwards should be reviewed." @default.
• W2019705654 created "2016-06-24" @default.
• W2019705654 creator A5000682003 @default.
• W2019705654 creator A5047650698 @default.
• W2019705654 creator A5058618028 @default.
• W2019705654 creator A5068083241 @default.
• W2019705654 date "2015-02-16" @default.
• W2019705654 modified "2023-10-18" @default.
• W2019705654 title "Pricing fx forwards in OTC markets – new evidence for the pricing mechanism when faced with counterparty risk" @default.
• W2019705654 cites W1500470240 @default.
• W2019705654 cites W1524964962 @default.
• W2019705654 cites W1599491685 @default.
• W2019705654 cites W1653259012 @default.
• W2019705654 cites W1966557899 @default.
• W2019705654 cites W1967791189 @default.
• W2019705654 cites W1975163880 @default.
• W2019705654 cites W1978027441 @default.
• W2019705654 cites W1979575715 @default.
• W2019705654 cites W1979616055 @default.
• W2019705654 cites W1985808284 @default.
• W2019705654 cites W1991419295 @default.
• W2019705654 cites W1995636077 @default.
• W2019705654 cites W1999996900 @default.
• W2019705654 cites W2001166834 @default.
• W2019705654 cites W2002293093 @default.
• W2019705654 cites W2014405898 @default.
• W2019705654 cites W2026673040 @default.
• W2019705654 cites W2030441490 @default.
• W2019705654 cites W2034592489 @default.
• W2019705654 cites W2036993654 @default.
• W2019705654 cites W2046519558 @default.
• W2019705654 cites W2050031929 @default.
• W2019705654 cites W2054464016 @default.
• W2019705654 cites W2067790650 @default.
• W2019705654 cites W2082764104 @default.
• W2019705654 cites W2086670065 @default.
• W2019705654 cites W2090637028 @default.
• W2019705654 cites W2092199485 @default.
• W2019705654 cites W2093503007 @default.
• W2019705654 cites W2109718988 @default.
• W2019705654 cites W2125531201 @default.
• W2019705654 cites W2158145505 @default.
• W2019705654 cites W2162566949 @default.
• W2019705654 cites W2168175751 @default.
• W2019705654 cites W2171447227 @default.
• W2019705654 cites W2291709748 @default.
• W2019705654 cites W3121453935 @default.
• W2019705654 cites W3121538912 @default.
• W2019705654 cites W3121974517 @default.
• W2019705654 cites W3122460797 @default.
• W2019705654 cites W3123397063 @default.
• W2019705654 cites W3123402848 @default.
• W2019705654 cites W3123661710 @default.
• W2019705654 cites W3125934183 @default.
• W2019705654 cites W4231546411 @default.
• W2019705654 cites W4244077793 @default.
• W2019705654 cites W4248287873 @default.
• W2019705654 doi "https://doi.org/10.1080/00036846.2015.1011309" @default.
• W2019705654 hasPublicationYear "2015" @default.
• W2019705654 type Work @default.
• W2019705654 sameAs 2019705654 @default.
• W2019705654 citedByCount "0" @default.
• W2019705654 crossrefType "journal-article" @default.
• W2019705654 hasAuthorship W2019705654A5000682003 @default.
• W2019705654 hasAuthorship W2019705654A5047650698 @default.
• W2019705654 hasAuthorship W2019705654A5058618028 @default.
• W2019705654 hasAuthorship W2019705654A5068083241 @default.
• W2019705654 hasBestOaLocation W20197056544 @default.
• W2019705654 hasConcept C106159729 @default.
• W2019705654 hasConcept C141121606 @default.
• W2019705654 hasConcept C144133560 @default.
• W2019705654 hasConcept C162118730 @default.
• W2019705654 hasConcept C162324750 @default.
• W2019705654 hasConcept C165705269 @default.
• W2019705654 hasConcept C178350159 @default.
• W2019705654 hasConcept C2779312582 @default.
• W2019705654 hasConcept C556758197 @default.
• W2019705654 hasConcept C82843974 @default.
• W2019705654 hasConcept C91602232 @default.
• W2019705654 hasConceptScore W2019705654C106159729 @default.
• W2019705654 hasConceptScore W2019705654C141121606 @default.
• W2019705654 hasConceptScore W2019705654C144133560 @default.
• W2019705654 hasConceptScore W2019705654C162118730 @default.
• W2019705654 hasConceptScore W2019705654C162324750 @default.
• W2019705654 hasConceptScore W2019705654C165705269 @default.
• W2019705654 hasConceptScore W2019705654C178350159 @default.
• W2019705654 hasConceptScore W2019705654C2779312582 @default.
• W2019705654 hasConceptScore W2019705654C556758197 @default.
• W2019705654 hasConceptScore W2019705654C82843974 @default.
• W2019705654 hasConceptScore W2019705654C91602232 @default.
• W2019705654 hasIssue "27" @default.
• W2019705654 hasLocation W20197056541 @default.
• W2019705654 hasLocation W20197056542 @default.
• W2019705654 hasLocation W20197056543 @default.
• W2019705654 hasLocation W20197056544 @default.
• W2019705654 hasOpenAccess W2019705654 @default.
• W2019705654 hasPrimaryLocation W20197056541 @default.
• W2019705654 hasRelatedWork W2023840145 @default.

• next