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Premia in forward foreign exch...
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Zeitreihenanalyse
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Koop, Gary
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Hallin, Marc
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Dijk, Dick van
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Timmermann, Allan
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Proietti, Tommaso
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University of Chicago / Center for Research in Security Prices
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International journal of forecasting
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Discussion paper / Tinbergen Institute
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Econometric theory
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Applied economics
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Journal of applied econometrics
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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CREATES research paper
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Journal of economic dynamics & control
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Energy economics
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Journal of macroeconomics
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NBER Working Paper
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Journal of empirical finance
66
NBER working paper series
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CESifo working papers
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Oxford bulletin of economics and statistics
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
The review of economics and statistics
61
Tinbergen Institute Discussion Paper
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Discussion paper / Centre for Economic Policy Research
58
Cowles Foundation discussion paper
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Finance research letters
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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European journal of operational research : EJOR
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Technical Report
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ECONIS (ZBW)
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OLC EcoSci
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1
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
2
Exchange rate expectations, the forward exchange rate bias and risk premia in target zones
Nessén, Marianne
-
1994
Persistent link: https://www.econbiz.de/10000888951
Saved in:
3
On time-series properties of time-varying risk premium in the yen, dollar exchange market
Canova, Fabio
;
Itō, Takatoshi
-
1988
Persistent link: https://www.econbiz.de/10000757860
Saved in:
4
The long memory of the forward premium during the 1920s’ float : evidence from the European foreign exchange market
Choudhry, Taufiq
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 964-977
Persistent link: https://www.econbiz.de/10010245643
Saved in:
5
Modeling risk premia in forward foreign exchange rates as unobserved components : the model identification problem
Chouikh, Aziz
;
Trabelsi, Abdelwahed
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 119-135
Persistent link: https://www.econbiz.de/10010458557
Saved in:
6
Exchange rate expectations, the forward exchange rate bias and risk premia in target zones
Nessén, Marianne
- In:
Open economies review
8
(
1997
)
2
,
pp. 99-136
Persistent link: https://www.econbiz.de/10001230398
Saved in:
7
Scaling laws in variance as a measure of long-term dependence
Batten, Jonathan A.
;
Ellis, Craig
;
Mellor, Robert
- In:
International review of financial analysis
8
(
1999
)
2
,
pp. 123-138
Persistent link: https://www.econbiz.de/10001495506
Saved in:
8
Common stochastic trends between forward and spot exchange rates
Luintel, Kul Bahadur
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 279-297
Persistent link: https://www.econbiz.de/10001246606
Saved in:
9
Scaling relationships of Gaussian processes
Batten, Jonathan A.
;
Ellis, Craig
- In:
Economics letters
72
(
2001
)
3
,
pp. 291-296
Persistent link: https://www.econbiz.de/10001602342
Saved in:
10
Asymmetries and the forward premium puzzle
Coakley, Jerry
;
Fuertes, Ana María
-
1999
Persistent link: https://www.econbiz.de/10001465704
Saved in:
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