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Michael Broll

Personal Details

First Name:Michael
Middle Name:
Last Name:Broll
Suffix:
RePEc Short-ID:pbr590
Universitätsstraße 12 45117 Essen - Germany

Affiliation

Volkswirtschaftslehre
Fachbereich Wirtschaftswissenschaften
Universität Duisburg-Essen

Essen, Germany
http://www.vwl.uni-essen.de/
RePEc:edi:vwessde (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Broll, Michael, 2016. "The skewness risk premium in currency markets," Economic Modelling, Elsevier, vol. 58(C), pages 494-511.

Citations

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Articles

  1. Broll, Michael, 2016. "The skewness risk premium in currency markets," Economic Modelling, Elsevier, vol. 58(C), pages 494-511.

    Cited by:

    1. José Da Fonseca & Edem Dawui, 2021. "Semivariance and semiskew risk premiums in currency markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(3), pages 290-324, March.
    2. Martin Iseringhausen, 2018. "The Time-Varying Asymmetry Of Exchange Rate Returns: A Stochastic Volatility – Stochastic Skewness Model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 18/944, Ghent University, Faculty of Economics and Business Administration.
    3. Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2018. "The use of option prices in order to evaluate the skewness risk premium," Department of Economics 0132, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

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