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Uncovered interest parity : are empirical rejections of it valid?
Olmo, Jose; Pilbeam, Keith - In: Journal of economic integration 24 (2009) 2, pp. 369-384
Persistent link: https://www.econbiz.de/10003852551
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The forward discount puzzle and market efficiency
Pilbeam, Keith; Olmo, Jose - In: Annals of finance 7 (2011) 1, pp. 119-135
Persistent link: https://www.econbiz.de/10008840217
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The profitability of carry trades
Olmo, Jose; Pilbeam, Keith - In: Annals of finance 5 (2009) 2, pp. 231-241
Persistent link: https://www.econbiz.de/10003813198
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Uncovered interest parity and the efficiency of the foreign exchange market : a re-examination of the evidence
Olmo, Jose; Pilbeam, Keith - In: International journal of finance & economics : IJFE 16 (2011) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10009159745