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Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A.; Mano, Rui C. - 2014
Persistent link: https://www.econbiz.de/10010391780
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Deviations from covered interest rate parity
Du, Wenxin; Tepper, Alexander; Verdelhan, Adrien - 2017
Persistent link: https://www.econbiz.de/10011624098
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A relationship between regression and volability tests of market efficiency
Frankel, Jeffrey A. - 1983
Persistent link: https://www.econbiz.de/10002221139
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Uncovered interest rate parity and the term structure
Bekaert, Geert; Wei, Min; Xing, Yuhang - 2002
Persistent link: https://www.econbiz.de/10001652111
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On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert; Hodrick, Robert J. - 1991
Persistent link: https://www.econbiz.de/10000824248
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A reconsideration of the uncovered interest parity relationship
McCallum, Bennett T. - 1992
Persistent link: https://www.econbiz.de/10000136714
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Exchange rate dynamics and learning
Gourinchas, Pierre-Olivier; Tornell, Aaron - 1996
Persistent link: https://www.econbiz.de/10000588487
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Regime-switching behavior of the term structure of forward markets
Tchernykh, Elena; Branson, William H. - 2005
Persistent link: https://www.econbiz.de/10003130068
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Heterogeneous expectations and tests of efficiency in the yen, dollar forward foreign exchange rate market
Elliott, Graham - 1995
Persistent link: https://www.econbiz.de/10000935824
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Exchange rates, interest rates, and the risk premium
Engel, Charles - 2015
Persistent link: https://www.econbiz.de/10010510670