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Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate
Lafuente, Juan Angel; Ruiz, Jesus - In: Economic modelling 23 (2006) 2, pp. 238-264
Persistent link: https://www.econbiz.de/10003299377
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Pricing currency options in a fractional Brownian motion with jumps
Xiao, Wei-lin; Zhang, Wei-guo; Zhang, Xi-li; Wang, Ying-luo - In: Economic modelling 27 (2010) 5, pp. 935-942
Persistent link: https://www.econbiz.de/10008824938
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Accounting for the impact of higher order moments in foreign equity option pricing model
Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Economic modelling 28 (2011) 4, pp. 1726-1729
Persistent link: https://www.econbiz.de/10009271214
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Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Economic modelling 28 (2011) 4, pp. 1857-1863
Persistent link: https://www.econbiz.de/10009272421
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Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M. - In: Economic modelling 33 (2013), pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
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The existence of uncovered interest parity in the CIS countries
Bhatti, Razzaque H. - In: Economic modelling 40 (2014), pp. 227-241
Persistent link: https://www.econbiz.de/10010425682
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On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon - In: Economic modelling 70 (2018), pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
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Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram - In: Economic modelling 91 (2020), pp. 445-454
Persistent link: https://www.econbiz.de/10012429113