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Central bank intervention and risk in the forward premium
Baillie, Richard; Osterberg, William P. - 1996
Persistent link: https://www.econbiz.de/10000941570
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Some joint tests of market efficiency : the case of the forward premium
Baillie, Richard - In: Journal of macroeconomics 7 (1985) 2, pp. 137-150
Persistent link: https://www.econbiz.de/10001008684
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Central bank intervention and overnight uncovered interest rate parity
Baillie, Richard T.; Osterberg, William P. - 1998
Persistent link: https://www.econbiz.de/10001363981
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Contrastación de la hipótesis de las expectativas eficientes no sesgadas en el mercado a futuros de divisas y cuantificación de los efectos de la nueva información
Baillie, Richard - In: Información comercial española : ICE : revista de … 639 (1986), pp. 91-100
Persistent link: https://www.econbiz.de/10001267582
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Common stochastic trends in a system of exchange rates
Baillie, Richard - In: The journal of finance : the journal of the American … 44 (1989) 1, pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
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Estimation and testing of the term structure of the forward premium under rational expectations
Baillie, Richard - In: Journal of macroeconomics 8 (1986) 3, pp. 387-391
Persistent link: https://www.econbiz.de/10001085602
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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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Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard; Cho, Dooyeon - In: Journal of empirical finance 29 (2014), pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
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Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard; Chang, Sanders S. - In: Journal of financial markets 14 (2011) 3, pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
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The forward premium anomaly is not as bad as you think
Baillie, Richard; Bollerslev, Tim - In: Journal of international money and finance 19 (2000) 4, pp. 471-488
Persistent link: https://www.econbiz.de/10001496571