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Foreign exchange market efficiency and the global financial crisis : fundamental versus technical information

Yamani, Ehab - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 74-89

Persistent link: https://www.econbiz.de/10012655026

Evolving efficiency of exchange rate movement : an evidence from Indian foreign exchange market

Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Global business review 21 (2020) 4, pp. 956-969

Persistent link: https://www.econbiz.de/10012287504

Testing for random walk behaviour in CIVETS exchange rates

Almudhaf, Fahad - In: Applied economics letters 21 (2014) 1/3, pp. 60-63

Persistent link: https://www.econbiz.de/10010238285

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

The forward premium puzzle only emerges gradually

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2007

The forward premium puzzle (FPP) is the negative correlation between the forward premium and the realized exchange rate return at maturities of a month and beyond. Some recent evidence shows that at maturities of multiple years and at the highest intra day frequency the correlation is positive...

Persistent link: https://www.econbiz.de/10011372514