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On the biasedness of forward foreign exchange rates : irrationality or risk premia?

Cavaglia, Stefano M. - In: The journal of business : B 67 (1994) 3, pp. 321-343

Persistent link: https://www.econbiz.de/10001167696

Further evidence on the rationality of interest rate expectations

Jongen, Ron; Verschoor, Willem F. C. - In: Journal of international financial markets, … 18 (2008) 5, pp. 438-448

Persistent link: https://www.econbiz.de/10003775709

Carry trade and foreign exchange rate puzzles

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

Persistent link: https://www.econbiz.de/10009762410

Capital structure effects of international expansion

Joliet, Robert; Muller, Aline - In: Journal of multinational financial management 23 (2013) 5, pp. 375-393

Persistent link: https://www.econbiz.de/10010252384

On the biasedness of forward foreign exchange rates : irrationality or risk premia?

Cavaglia, Stefano M.; Verschoor, Willem F.; Wolff, … - 1993

Persistent link: https://www.econbiz.de/10000143160

Interest Expectations and Exchange Rates News

Cavaglia, Stefano; Koedijk, Kees C. G.; Verschoor, … - 1999

Using a new survey data set of matched exchange rate and interest rate expectations for eight currencies relative to the German mark, we examine empirically the relationship between exchange rate returns, "news" and risk premia. "News" on interest differentials enters significantly in equations...

Persistent link: https://www.econbiz.de/10014206493