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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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Expectations and information in second generation currency crises models
Sbracia, Massimo; Zaghini, Andrea - In: Economic modelling 18 (2001) 2, pp. 203-222
Persistent link: https://www.econbiz.de/10001560575
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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
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Why exchange rate pass-through matters in forward exchange markets
Choi, Yoonho; Choi, Eun Kwan - In: Economic modelling 110 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013348279
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The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric; Namin, Fatemeh Salimi - In: Economic modelling 81 (2019), pp. 422-439
Persistent link: https://www.econbiz.de/10012202131