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Resolving the unbiasedness and forward premium puzzles
Thornton, Daniel L. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003740607
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Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard (contributor); Kiliç, Rehim (contributor) - 2005
Persistent link: https://www.econbiz.de/10003001886
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Resolving the unbiasedness puzzle in the foreign exchange market
Thornton, Daniel L. - 2009
Persistent link: https://www.econbiz.de/10003799104
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Time-varying risk, interest rates and exchange rates in general equilibrium
Alvarez Garrido, Fernando (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001846122
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American exchange options and a put-call transformation
Bjerksund, Petter; Stensland, Gunnar - 1992
Persistent link: https://www.econbiz.de/10000879786
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The “forward premium puzzle” and the sovereign default risk
Coudert, Virginie; Mignon, Valérie - 2011
Persistent link: https://www.econbiz.de/10009378661
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Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo; Podivinsky, Jan M. - 1993
Persistent link: https://www.econbiz.de/10000894314
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The stochastic analysis of competitive unemployment insurance premiums
Blake, David; Beenstock, Michael - 1984
Persistent link: https://www.econbiz.de/10003486969
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Sources of exchange rate fluctuations : are they real or nominal?
Juvenal, Luciana - 2009
Persistent link: https://www.econbiz.de/10003870904
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Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz; Laurent, S´ebastien; Neely, … - 2013
Persistent link: https://www.econbiz.de/10009791133