Similar Search Results - EconBiz

Estimates of foreign exchange risk premia : a pricing Kernel approach

Cappiello, Lorenzo (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003156113

Carry trades, order flow and the forward bias puzzle

Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2015

We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....

Persistent link: https://www.econbiz.de/10011396784

Risk-premia, carry-trade dynamics, and speculative efficiency of currency markets

Wagner, Christian - 2008

Persistent link: https://www.econbiz.de/10003746950

Do asymmetric and nonlinear adjustments explain the forward premium anomaly?

Baillie, Richard (contributor); Kiliç, Rehim (contributor) - 2005

Persistent link: https://www.econbiz.de/10003001886

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

Uncovered interest rate parity and time varying risk premia : the case of Denmark

Christensen, Michael - 1997 - rev

Persistent link: https://www.econbiz.de/10000970102

Taux d'intérêt et marchés boursiers : une analyse empirique de l'intégration financière internationale

Borgy, Vladimir (contributor); Mignon, Valérie (contributor) - 2006

Persistent link: https://www.econbiz.de/10003406238

The “forward premium puzzle” and the sovereign default risk

Coudert, Virginie; Mignon, Valérie - 2011

Persistent link: https://www.econbiz.de/10009378661

Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates

Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002115886

Predictions of short-term rates and the expectations hypothesis

Guidolin, Massimo; Thornton, Daniel L. - 2010

Persistent link: https://www.econbiz.de/10008651137

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the