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Does the prediction horizon matter for the forward premium anomaly? : evidence from panel data
Yang, Kun; Shintani, Mototsugu - In: Economics letters 93 (2006) 2, pp. 255-260
Persistent link: https://www.econbiz.de/10003391930
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Scaling relationships of Gaussian processes
Batten, Jonathan A.; Ellis, Craig - In: Economics letters 72 (2001) 3, pp. 291-296
Persistent link: https://www.econbiz.de/10001602342
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The impossibility of meaningful efficient market parameters in testing for the spot-forward relationship in foreign exchange markets
Wang, Peijie; Jones, Trefor T. - In: Economics letters 81 (2003) 1, pp. 81-87
Persistent link: https://www.econbiz.de/10001796446
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An explanation for the compass rose pattern
Gleason, Kimberly; Lee, Chun I.; Mathur, Iqbal - In: Economics letters 68 (2000) 2, pp. 127-133
Persistent link: https://www.econbiz.de/10001485046
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The preferred hedge instrument
Battermann, Harald L. (contributor) - In: Economics letters 66 (2000) 1, pp. 85-91
Persistent link: https://www.econbiz.de/10001435939
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A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency : Baillie and Bollerslev revisited
Moore, Michael J. - In: Economics letters 47 (1995) 2, pp. 131-135
Persistent link: https://www.econbiz.de/10001178969
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Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru - In: Economics letters 50 (1996) 3, pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
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The forward bias : is it a money tree?
Phillips, Kerk Layne - In: Economics letters 61 (1998) 3, pp. 373-379
Persistent link: https://www.econbiz.de/10001252249
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Empirical evidence on the properties of exchange rate forecasts and the risk premium
Peel, David - In: Economics letters 31 (1989) 4, pp. 387-391
Persistent link: https://www.econbiz.de/10001080231
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Rational expectations in second moments, the J-curve, and the Harrod effect
Vannini, Marco - In: Economics letters 1 (1988), pp. 69-73
Persistent link: https://www.econbiz.de/10001051494