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Foreign Exchange Swap Liquidity
Kloks, Peteris; Mattille, Edouard; Ranaldo, Angelo - 2023
This paper presents the first comprehensive examination of liquidity in the global foreign exchange (FX) swap market … main findings: First, FX swap liquidity is fragmented across currencies, tenors, and time. Second, liquidity conditions …
Persistent link: https://www.econbiz.de/10014351476
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - 1993
Persistent link: https://www.econbiz.de/10000874096
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Testing for forward-rate unbiasedness : on regression in levels and in returns
Maynard, Alex - In: The review of economics and statistics 85 (2003) 2, pp. 313-327
Persistent link: https://www.econbiz.de/10001762629
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Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes
Hiller, Christoph B. - 1996
Persistent link: https://www.econbiz.de/10000946743
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The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - In: The review of economics and statistics 79 (1997) 3, pp. 353-361
Persistent link: https://www.econbiz.de/10001225777
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The term structure of forward exchange rates and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.; Taylor, Mark P. - 1992
Persistent link: https://www.econbiz.de/10000845274
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Three essays in international finance and financial economics
Hu, Xiaoqiang - 1994
Persistent link: https://www.econbiz.de/10000916084
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The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates : Correcting the Errors
Clarida, Richard - 2010
We present theory and evidence that challenges the view that forward premia contain little information regarding …
Persistent link: https://www.econbiz.de/10012763403
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Currency returns, market regimes and behavioral biases
MacLean, Leonard C.; Zhao, Yonggan; Ziemba, William T. - In: Annals of finance 9 (2013) 2, pp. 249-269
Persistent link: https://www.econbiz.de/10009741195
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The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates : Correcting the Errors
Clarida, Richard H. - 1993
We present theory and evidence that challenges the view that forward premia contain little information regarding …
Persistent link: https://www.econbiz.de/10012474508