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Forward bias, uncovered interest parity and related puzzles
Pippenger, John E. - In: Theoretical economics letters 8 (2018) 12, pp. 2707-2732
Persistent link: https://www.econbiz.de/10011951699
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Sovereign credit default swaps and the currency forward bias
Calice, Giovanni; Lin, Ming-Tsung - In: Journal of international financial markets, … 86 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014433385
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The Role of Endogenous Uncertainty in the Forward Discount Bias
Black, Stanley Wilkes - In: Rivista Internazionale di Scienze Sociali 115 (2007) 3, pp. 327-364
This study examines what role the concept of endogenous uncertainty can have in explaining a phenomenon of international financial markets, the forward discount bias. The forward discount bias puzzle is unexplained by models assuming economic agents have full knowledge of the structure of the...
Persistent link: https://www.econbiz.de/10010878167
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The covered interest parity puzzle and the evolution of the Japan premium
Stenfors, Alexis - In: Journal of economic issues 53 (2019) 2, pp. 417-424
Persistent link: https://www.econbiz.de/10012415556
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The value of arbitrage
Dávila, Eduardo; Graves, Daniel; Parlatore, Cecilia - 2022
Persistent link: https://www.econbiz.de/10012813568
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Covered interest parity arbitrage
Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - 2019
Persistent link: https://www.econbiz.de/10012130967
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A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo; Marin, Emile - 2020
Persistent link: https://www.econbiz.de/10012214844
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Uncovered interest rate parity : the Turkish evidence
Güney, Pelin Öge - In: Review of Middle East economics and finance 14 (2018) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10011906312
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The forward-discount puzzle in Central and Eastern Europe
Hayward, Rob; Hölscher, Jens - In: Comparative economic studies 59 (2017) 4, pp. 472-497
Persistent link: https://www.econbiz.de/10011785415
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Exchange rate risk and business cycles
Lloyd, Simon; Marin, Emile A - 2020
Persistent link: https://www.econbiz.de/10012534804