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The multi-curve potential model
Nguyen, The Anh; Seifried, Frank Thomas - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-32
Persistent link: https://www.econbiz.de/10011404390
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Uncertainty network risk and currency returns
Babiak, Mykola; Baruník, Jozef - 2021
Persistent link: https://www.econbiz.de/10012583340
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A primer on the pricing of options on currencies and short-term interest rates
Gemmill, Gordon - 1985
Persistent link: https://www.econbiz.de/10000725841
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Optimal currency hedge ratios : the influence of the interest rate differential
Solnik, Bruno - 1989
Persistent link: https://www.econbiz.de/10000759166
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - 1993
Persistent link: https://www.econbiz.de/10000874096
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A sensitivity analysis of an estimation method of the forward rate or the yield curve
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554943
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Affine models of currency pricing
Backus, David; Foresi, Silverio; Telmer, Chris I. - 1996
Persistent link: https://www.econbiz.de/10000593226
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McCallum rules, exchange rates, and the term structure of interest rates
Díez de los Ríos, Antonio (contributor) - 2008
McCallum (1994a) proposes a monetary rule where policymakers have some tendency to resist rapid changes in exchange rates to explain the forward premium puzzle. We estimate this monetary policy reaction function within the framework of an affine term structure model to find that, contrary to...
Persistent link: https://www.econbiz.de/10003775749
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Interest rates, the forward premium, and unanticipated money : reply
Culbertson, W. P. - In: Southern economic journal 54 (1988) 4, pp. 1047-1048
Persistent link: https://www.econbiz.de/10001047702