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Financial assets, expected return and risk, speculation, uncertainty, and exchange rate determination
Kallianiotis, Ioannis N.; Bianchi, Karen; Arize, … - In: European research studies 23 (2020) 3, pp. 3-30
Persistent link: https://www.econbiz.de/10012286910
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The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity
Shehadeh, Ali - 2016
In this paper, we analyse the relationship between the currency carry return and volatility and liquidity risk factors. We find that both categories of risk factors are relevant to understanding and explaining carry return, with an outperformance for volatility ones especially the global FX...
Persistent link: https://www.econbiz.de/10012989965
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The capital asset pricing model in economic perspective
Dawson, Peter C. - In: Applied economics 47 (2015) 4/6, pp. 569-598
Persistent link: https://www.econbiz.de/10010464740
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Exchange rate changes, forward markets, and export prices
Kwak, Rosung - 1991
Persistent link: https://www.econbiz.de/10000909957
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Reexamination of exchange risk
Kim, Kyung-soo - In: Journal of macroeconomics 12 (1990) 1, pp. 147-155
Persistent link: https://www.econbiz.de/10001081108
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Risk, uncertainty and exchange rates
Hodrick, Robert J. - 1987
Persistent link: https://www.econbiz.de/10000752937
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Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
Schmidt, Roland - 1993
Persistent link: https://www.econbiz.de/10000136112
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Risk and exchange rates
Obstfeld, Maurice; Rogoff, Kenneth S. - In: Economic policy in the international economy : essays …, (pp. 74-118). 2003
Persistent link: https://www.econbiz.de/10002011465
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The effect of forward exchange on spot rate volatility under risk and rational expectations
Kawai, Masahiro - 1982
Persistent link: https://www.econbiz.de/10002203476