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The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies

Shehadeh, Ali; Li, Youwei; Vigne, Samuel A.; … - In: International review of financial analysis 78 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013252466

Five Facts about the UIP Premium

Kalemli-Ozcan, Sebnem; Varela, Liliana - National Bureau of Economic Research - 2021

We document five novel facts about Uncovered Interest Parity (UIP) deviations vis-à-vis the U.S. dollar for 34 currencies of advanced economies and emerging markets, using survey data on expected exchange rate. First, the UIP premium co-moves with global risk perception (VIX) for all...

Persistent link: https://www.econbiz.de/10012585407

Five facts about the uip premium

Kalemli-Ozcan, Sebnem; Varela, Liliana - 2021

Persistent link: https://www.econbiz.de/10012543249

An analysis of forward exchange rate biasedness across developed and developing country currencies : do observed patterns persist out of sample?

Loring, Grace; Lucey, Brian M. - In: Emerging markets review 17 (2013), pp. 14-28

Persistent link: https://www.econbiz.de/10010243128

Forward premium anomaly of the British pound and the euro

Grossmann, Axel; Lee, Allissa A.; Simpson, Marc W. - In: International review of financial analysis 34 (2014), pp. 140-156

Persistent link: https://www.econbiz.de/10010528461

Predictability and pricing efficiency in forward and spot, developed and emerging currency markets

Potì, Valerio; Levich, Richard M.; Conlon, Thomas - In: Journal of international money and finance 107 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012395628

International equity index and currency futures : commodity currencies or emerging versus developed markets?

Krause, Timothy A.; Tse, Yiuman - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3294-3311

Persistent link: https://www.econbiz.de/10012125788

Essays on exchange rate, sovereign risk and international investment

Wu, Thomas Yen Hon - 2007

Persistent link: https://www.econbiz.de/10009271064

Are currency forward effective in volatile market conditions? : an emerging market perspective

Bisen, Aditya; Rao, D. Tripati - In: Economics, management and financial markets 7 (2012) 2, pp. 118-131

Persistent link: https://www.econbiz.de/10009686576

Local, global and regional shocks indices in emerging exchange rate markets

Erdem, F. Pinar; Geyikci, Utku Bora - In: International review of economics & finance : IREF 73 (2021), pp. 98-113

Persistent link: https://www.econbiz.de/10012672321

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