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Explaining the failure of the unbiased forward rate hypothesis using a time-varying risk premium
Bishr, Tarek - 1998
Persistent link: https://www.econbiz.de/10000167719
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Speculative attacks
Calvo, Guillermo; Guidotti, Pablo E. - 1991
Persistent link: https://www.econbiz.de/10000831190
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Forward exchange rates as unbiased predictors of future spot rates : a review and re-interpretation
Kang, Heejoon - In: Open economies review 3 (1992) 2, pp. 215-232
Persistent link: https://www.econbiz.de/10001126087
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Les options sur devises : une revue des modèles théoriques et des travaux empiriques
Chesney, Marc - In: Finance : revue de l'Association Française de Finance 9 (1988) 2, pp. 7-33
Persistent link: https://www.econbiz.de/10001075203
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On the efficiency of foreign exchange markets
Froot, Kenneth - 1992
Persistent link: https://www.econbiz.de/10000930920
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Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets
Brenner, Robin James - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10001218112