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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Metamorphosis : a journal of management research"
~subject:"Interest rate parity"
~subject:"Kointegration"
~type:"article"
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Search: subject_exact:"Currency futures"
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Interest rate parity
Kointegration
Currency derivative
39
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39
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21
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13
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13
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Applied financial economics
Journal of empirical finance
Metamorphosis : a journal of management research
Journal of international financial markets, institutions & money
13
Journal of international money and finance
11
International review of economics & finance : IREF
4
Journal of banking & finance
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1
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
2
Uncovered interest parity : the long and the short of it
Lothian, James R.
- In:
Journal of empirical finance
36
(
2016
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
Saved in:
3
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
4
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
5
The twin faces of emerging Asia's currency forward markets in an imperfect setting
Ramanathan, Suresh
;
Teng, Kwek Kian
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1433-1446
Persistent link: https://www.econbiz.de/10010259390
Saved in:
6
An empirical test of 'put call parity'
Ben-David, Nissim
;
Tchahi, Tavor
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1661-1664
Persistent link: https://www.econbiz.de/10009385060
Saved in:
7
Explaining forward rate unbiasedness hypothesis: the risk premium approach
Chatterjee, Devalina
;
Biswas, Basudeb
- In:
Metamorphosis : a journal of management research
8
(
2009
)
2
,
pp. 19-30
Persistent link: https://www.econbiz.de/10003976553
Saved in:
8
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
9
Testing forward rate unbiasedness allowing for persistent regressors
Liu, Wei
;
Maynard, Alex
- In:
Journal of empirical finance
12
(
2005
)
5
,
pp. 613-628
Persistent link: https://www.econbiz.de/10003190328
Saved in:
10
Evaluating currency market efficiency : are cointegration tests appropriate?
Kellard, Neil
;
Newbold, Paul
;
Rayner, Anthony J.
- In:
Applied financial economics
11
(
2001
)
6
,
pp. 681-691
Persistent link: https://www.econbiz.de/10001636219
Saved in:
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