An empirical analysis of relationships between the forward exchange rates and present and future spot exchange rates : example of CZK/USD and CZK/EUR
Year of publication: |
2017
|
---|---|
Authors: | Arlt, Josef ; Mandel, Martin |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 67.2017, 3, p. 199-220
|
Subject: | forward and spot exchange rates | unbiasedness hypothesis | interest rate differentials | co-integration | exogeneity | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Kointegration | Cointegration | Theorie | Theory | Schätzung | Estimation | Zinsstruktur | Yield curve | Zinsparität | Interest rate parity | Deutschland | Germany |
-
Peso-Dollar forward market analysis : explaining arbitrage opportunities during the financial crisis
Hernández, Juan R., (2014)
-
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios, (2021)
-
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan, (2024)
- More ...
-
Arlt, Josef, (2006)
-
The reaction function of three central banks of Visegrad Group
Arlt, Josef, (2014)
-
Je možné předpovídat repo sazbu čnb na základě zpět hledícího měnového pravidla?
Arlt, Josef, (2012)
- More ...