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Investor overconfidence and the forward premium puzzle

Han, Bing; Hirshleifer, David; Wang, Tracy Yue; … - 2010

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Investor overconfidence and the forward premium puzzle

Burnside, Craig; Han, Bing; Hirshleifer, David; Wang, … - In: The review of economic studies 78 (2011) 2, pp. 523-558

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The forward premium puzzle and the Euro

Nagayasu, Jun - In: Journal of international financial markets, … 32 (2014), pp. 436-451

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Carry trade and foreign exchange rate puzzles

Spronk, Richard; Verschoor, Willem F. C.; Zwinkels, … - In: European economic review : EER 60 (2013), pp. 17-31

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The term structure of currency futures' risk premia

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 5-38

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FX liquidity risk and forward premium puzzle

Abankwa, Samuel - In: Quarterly journal of finance & accounting : QJFA 58 (2020) 1/2, pp. 101-132

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Currency futures' risk premia and risk factors

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2020

The use of futures exchange contracts instead of forwards completes the maturity spectrum of the correlation between … of the futures contract and the choice of sampling period. The FFP appears to be a pre-crisis phenomenon and is only … observed for maturities longer than about one month. When examining whether the observed excess returns of futures contracts …

Persistent link: https://www.econbiz.de/10012209529