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A simultaneous model of the US dollar- Deutschmark spot and futures markets
Goss, Barry A.; Avsar, S. Gulay - In: Models of futures markets, (pp. 61-85). 2000
Persistent link: https://www.econbiz.de/10001552910
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Exchange rate variability and exchange market intervention : spot vs. forward
Tseng, Hui-kuan - In: International economic journal 12 (1998) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10001245035
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Time-varying volatility and foreign exchange risk : an empirical study
Attanasio, Orazio P. - In: Journal of foreign exchange and international finance : … 4 (1990) 4, pp. 325-334
Persistent link: https://www.econbiz.de/10001111568
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Some joint tests of market efficiency : the case of the forward premium
Baillie, Richard - In: Journal of macroeconomics 7 (1985) 2, pp. 137-150
Persistent link: https://www.econbiz.de/10001008684
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Rational expectations in second moments, the J-curve, and the Harrod effect
Vannini, Marco - In: Economics letters 1 (1988), pp. 69-73
Persistent link: https://www.econbiz.de/10001051494
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Rationality and Siegel's paradox, the importance of coherency in expectations
Hall, Stephen G. - In: Applied economics 20 (1988) 11, pp. 1533-1540
Persistent link: https://www.econbiz.de/10001057306
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Big news in small samples
Schotman, Peter C.; Straetmans, Stefan; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000968761
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Essays on exchange rate volatility and on regional integration
Wei, Shang-jin - 1992
Persistent link: https://www.econbiz.de/10000908842
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Determinants of currency risk premiums
Carlson, John A.; Osler, Carol - 1999
Persistent link: https://www.econbiz.de/10001398203
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Tests of Rational Expectations and No Risk Premium in Forward Exchange Markats
Hsieh, David A. - 2009
This paper tests the hypothesis that traders have rational expeatations and charge no risk premium in the forward exchange market. It uses a statistical procedure which is consistent under a large class of heteroscedasticity, and a set of data which takes into account the institutional features...
Persistent link: https://www.econbiz.de/10013159483