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Official interventions and the forward premium anomaly
Mark, Nelsen C.; Moh, Young-kyu - In: Journal of empirical finance 14 (2007) 4, pp. 499-522
Persistent link: https://www.econbiz.de/10003609925
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On financial risk and the safe haven characteristics of Swiss franc exchange rates
Grisse, Christian; Nitschka, Thomas - In: Journal of empirical finance 32 (2015), pp. 153-164
Persistent link: https://www.econbiz.de/10011556812
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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
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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
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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
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Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren; Hambuckers, Julien - In: Journal of empirical finance 65 (2022), pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
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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
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Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong; Wang, Wenhao - In: Journal of empirical finance 67 (2022), pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
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Tracking performance of VIX futures ETPs
Gehricke, Sebastian A.; Zhang, Jin E. - In: Journal of empirical finance 61 (2021), pp. 103-117
Persistent link: https://www.econbiz.de/10012693241
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On the premiums of iShares
Delcoure, Natalya; Zhong, Maosen - In: Journal of empirical finance 14 (2007) 2, pp. 168-195
Persistent link: https://www.econbiz.de/10003499640