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The bias for forward exchange rate and the risk premium: an explanation with a stochastic and dynamic general equilibrium model
Lafuente, Juan Angel (contributor); Ruiz, Jesús (contributor) - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696615
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Risk and exchange rates
Obstfeld, Maurice; Rogoff, Kenneth S. - In: Economic policy in the international economy : essays …, (pp. 74-118). 2003
Persistent link: https://www.econbiz.de/10002011465
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Is the forward premium puzzle universal?
Han, Bing - In: Applied economics letters 11 (2004) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10001927761
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Forward foreign exchange rates and risk premia : a reappraisal
Pope, Peter F. - In: Journal of international money and finance 10 (1991) 3, pp. 443-456
Persistent link: https://www.econbiz.de/10001110859
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Forward intervention, risk premium and the fluctuations of international financial market
Tseng, Hui-kuan - In: Economia internazionale 46 (1993) 2, pp. 276-287
Persistent link: https://www.econbiz.de/10001153273
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Forward premium unbiasedness hypothesis : old puzzle, new results
Guerra, Roger (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001669782
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Exchange rate shocks, currency options and the Siegel paradox
Bardhan, Indrajit - In: Journal of international money and finance 14 (1995) 3, pp. 441-458
Persistent link: https://www.econbiz.de/10001187518
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Time-varying risk premia and the efficiency of the New Zealand foreign exchange market
Margaritis, Dimitris; Teo, Phay-hoon - 1991
Persistent link: https://www.econbiz.de/10000914878
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The Forward Premium Puzzle in a Two-Country World
Martin, Ian - 2011
I explore the behavior of asset prices and the exchange rate in a two-country world. When the large country has bad news, the relative price of the small country's output declines. As a result, the small country's bonds are risky, and uncovered interest parity fails, with positive excess returns...
Persistent link: https://www.econbiz.de/10013118842
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A New Look at the Forward Premium Puzzle
Gospodinov, Nikolay - 2010
omitted variable problem. The paper develops the limiting theory for the slope parameter estimators in the levels and …
Persistent link: https://www.econbiz.de/10013152390