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Estimation of expected exchange-rate change using forward call options

Stein, Roy (contributor) - 2003

Persistent link: https://www.econbiz.de/10002774617

Risk-adjusted covered interest parity : theory and evidence

Wong, Alfred Y.; Leung, David; Ng, Calvin - 2016

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New evidence on interest rate and foreign exchange rate modeling

Zoubi, Haitham al- - 2003

Persistent link: https://www.econbiz.de/10003385076

An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...

Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238

Persistent link: https://www.econbiz.de/10010461953

The Information in Long-Maturity Forward Rates : Implications for Exchange Rates and the Forward Premium Anomaly

Boudoukh, Jacob - 2005

The forward premium anomaly is one of the most robust puzzles in financial economics. We recast the underlying parity relation in terms of cross-country differences between forward interest rates rather than spot interest rates with dramatic results. These forward interest rate differentials...

Persistent link: https://www.econbiz.de/10012784029