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Liquidity in the forward exchange market
Moore, Michael J.; Roche, Maurice J. - In: Journal of empirical finance 8 (2001) 2, pp. 157-170
Persistent link: https://www.econbiz.de/10001575266
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The spot-forward relationship revisited : an ERM perspective
MacDonald, Ronald; Moore, Michael J. - In: Journal of international financial markets, … 11 (2001) 1, pp. 29-52
Persistent link: https://www.econbiz.de/10001536900
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A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency : Baillie and Bollerslev revisited
Moore, Michael J. - In: Economics letters 47 (1995) 2, pp. 131-135
Persistent link: https://www.econbiz.de/10001178969
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Testing for unbiasedness in forward markets
Moore, Michael J. - In: The Manchester School of Economic and Social Studies 62 (1994), pp. 67-78
Persistent link: https://www.econbiz.de/10001160973
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The spot-forward relationship revisited : an ERM perspective
MacDonald, Ronald; Moore, Michael J. - 1997
Persistent link: https://www.econbiz.de/10000973756
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Less of a puzzle : a new look at the forward forex market
Moore, Michael J.; Roche, Maurice J. - 1999
Persistent link: https://www.econbiz.de/10001415906
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Liquidity in the forward exchange market
Moore, Michael J.; Roche, Maurice J. - 1995
Persistent link: https://www.econbiz.de/10000912749
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Liquidity in the forward exchange market ; [Hauptbd.]
Moore, Michael J. - 1995
Persistent link: https://www.econbiz.de/10000912750
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Liquidity in the forward exchange market ; Technical app.
Moore, Michael J.; Roche, Maurice J. - 1995
Persistent link: https://www.econbiz.de/10013205996
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Tests of the foreign exchange risk premium using the expected second moments implied by option pricing
Lyons, Richard K. - In: Journal of international money and finance 7 (1988) 1, pp. 91-108
Persistent link: https://www.econbiz.de/10001043582