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US monetary policy surprises and currency futures markets : a new look

Wang, T'ao; Yang, Jian; Simpson, Marc W. - In: The financial review : the official publication of the … 43 (2008) 4, pp. 509-541

Persistent link: https://www.econbiz.de/10003773691

Selectively hedging the Euro

Simpson, Marc W.; Dania, Akash - In: Journal of multinational financial management 16 (2006) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10003280996

Bid-ask spreads, deviations from PPP and the forward prediction error : the case of the British pound and the euro

Grossmann, Axel; Simpson, Marc W. - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 124-139

Persistent link: https://www.econbiz.de/10011334657

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

An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals

Grossmann, Axel; Paul, Chris W.; Simpson, Marc W. - In: Applied economics 49 (2017) 31/33, pp. 3280-3312

Persistent link: https://www.econbiz.de/10011774750

Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model

Grossmann, Axel; Simpson, Marc W. - In: Research in international business and finance 66 (2023), pp. 1-35

Persistent link: https://www.econbiz.de/10014462207

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) C, pp. 140-156

Using pooled data, we study the forward discount bias (FDB) of 24 British pound and 24 euro exchange rates. The results show a FDB during “non-crisis” periods, which is more pronounced for advanced than emerging economies. This finding is especially striking during the period of the European...

Persistent link: https://www.econbiz.de/10011056784

Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro

Grossmann, Axel; Simpson, Marc W. - In: The Quarterly Review of Economics and Finance 55 (2015) C, pp. 124-139

One puzzle in international finance is the finding that the forward foreign exchange rate is a poor predictor of the future spot foreign exchange rate. It has been postulated that this finding could be explained by the presence of unobservable risk premiums. Theory, however, is silent as to the...

Persistent link: https://www.econbiz.de/10011193783