Narrow search
Showing 1 - 10 of 16
Cover Image
The impact of macroeconomic surprises on spot and forward foreign exchange markets
Simpson, Marc W.; Ramchander, Sanjay; Chaudhry, Mukesh - In: Journal of international money and finance 24 (2005) 5, pp. 693-718
Persistent link: https://www.econbiz.de/10002972486
Cover Image
The cointegration experience of Eastern currencies : evidence from the 1980s
Chaudhry, Mukesh - In: Finance India : the quarterly journal of Indian … 10 (1996) 1, pp. 49-59
Persistent link: https://www.econbiz.de/10001204975
Cover Image
Channels of influence among Eastern currencies : evidence from the post-Plaza Accord era
Chatrath, Arjun - In: Journal of business and economic perspectives 20 (1994) 2, pp. 119-127
Persistent link: https://www.econbiz.de/10001187886
Cover Image
Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?
Simpson, Marc W.; Grossmann, Axel - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 375-392
Persistent link: https://www.econbiz.de/10009508870
Cover Image
Forecasting the Yen/US Dollar exchange rate : empirical evidence from a capital enhanced relative PPP-based model
Grossmann, Axel; Simpson, Marc W. - In: Journal of Asian economics 21 (2010) 5, pp. 476-484
Persistent link: https://www.econbiz.de/10009244537
Cover Image
Forward premium anomaly of the British pound and the euro
Grossmann, Axel; Lee, Allissa A.; Simpson, Marc W. - In: International review of financial analysis 34 (2014), pp. 140-156
Persistent link: https://www.econbiz.de/10010528461
Cover Image
Investigating the PPP hypothesis using constructed US dollar equilibrium exchange rate misalignments over the post-Bretton Woods period
Grossmann, Axel; Simpson, Marc W.; Ozuna, Teofilo - In: Journal of economics and finance 38 (2014) 2, pp. 235-268
Persistent link: https://www.econbiz.de/10010490982
Cover Image
The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
Grossmann, Axel; Paul, Chris W.; Simpson, Marc W. - In: Applied financial economics 24 (2014) 13/15, pp. 1017-1030
Persistent link: https://www.econbiz.de/10010415312
Cover Image
Predictability of the U.S. dollar index using a U.S. export and import price index-based relative PPP model
Grossmann, Axel; Simpson, Marc W. - In: Journal of economics and finance 35 (2011) 4, pp. 417-433
Persistent link: https://www.econbiz.de/10009383663
Cover Image
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953