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The Thursday effect of the forward premium puzzle
Ding, Liang - In: International review of economics & finance : IREF 21 (2012) 1, pp. 302-318
Persistent link: https://www.econbiz.de/10009486120
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Gradual learning about shocks and the forward premium puzzle
Moran, Kevin; Nono, Simplice Aimé - In: Journal of international money and finance 88 (2018), pp. 79-100
Persistent link: https://www.econbiz.de/10012000872
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Exchange rate undershooting : evidence and theory
Müller, Gernot J.; Wolf, Martin; Hettig, Thomas - 2019
Persistent link: https://www.econbiz.de/10012127137
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Measuring monetary policy in open economies
Bagliano, Fabio C.; Favero, Carlo A.; Franco, Francesco - 1998
Persistent link: https://www.econbiz.de/10001362915
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Measuring monetary policy in open economies
Bagliano, Fabio C.; Favero, Carlo A.; Franco, Francesco - 1999
Persistent link: https://www.econbiz.de/10013422728
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Foreign Exchange : Practical Asset Pricing and Macroeconomic Theory
Iqbal, Adam S. - 2022
’s practical experience to deliver a rigorous yet intuitive application of asset-pricing theory to foreign exchange. Foreign … Exchange: Practical Asset Pricing and Macroeconomic Theory should become the canonical text on this subject.” —Nick Wilson, FX … opportunities in a rapidly changing world. With the right balance of theory and practice, Foreign Exchange: Practical Asset Pricing …
Persistent link: https://www.econbiz.de/10012879104
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Role of cross currency swap markets in funding and investment decisions
Brophy, Thomas J.; Herrala, Niko; Jurado, Raquel; … - 2019
A US dollar funding premium in the EUR/USD cross currency swap market has been in existence since 2008. Whilst there are many reasons behind this dislocation, since 2014 the divergence in monetary policy between the euro area and the United States has played a growing role. This paper aims at...
Persistent link: https://www.econbiz.de/10012054472
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The forward premium bias under different monetary policy environments
Steele, David - 1996
Persistent link: https://www.econbiz.de/10000954069
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Interest rates, the forward premium, and unanticipated money : reply
Culbertson, W. P. - In: Southern economic journal 54 (1988) 4, pp. 1047-1048
Persistent link: https://www.econbiz.de/10001047702
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Where's the risk? : the forward premium bias, the carry-trade premium, and risk-reversals in general equilibrium
Berg, Kimberly A.; Mark, Nelson C. - In: Journal of international money and finance 95 (2019), pp. 297-316
Persistent link: https://www.econbiz.de/10012137574