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Testing uncovered interest parity : a continuous-time approach
Díez de los Ríos, Antonio; Sentana, Enrique - 2007
Persistent link: https://www.econbiz.de/10003574319
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Stochastic discount factor models of currency pricing
Lebedinsky, Alexander G. - 2004
Persistent link: https://www.econbiz.de/10003555568
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Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate
Lafuente, Juan Angel; Ruiz, Jesus - In: Economic modelling 23 (2006) 2, pp. 238-264
Persistent link: https://www.econbiz.de/10003299377
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On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil - In: Finance research letters 3 (2006) 1, pp. 57-64
Persistent link: https://www.econbiz.de/10003300878
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Expectations and the forward exchange rate
Hakkio, Craig S. - 1980
Persistent link: https://www.econbiz.de/10009572060
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Accelerating pathwise greeks in the Libor Market Model
Joshi, Mark S.; Wiguna, Alexander - 2011
Persistent link: https://www.econbiz.de/10009153351
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Information value, export and hedging
Broll, Udo; Eckwert, Bernhard - 2011
firm and the degree of risk aversion. -- Exchange rate risk ; trade ; futures market ; market transparency ; value of …
Persistent link: https://www.econbiz.de/10009228937
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Pippenger's CIP-based solution to the forward-bias puzzle : a rejoinder
King, Alan - In: Journal of international financial markets, … 21 (2011) 5, pp. 867-873
Persistent link: https://www.econbiz.de/10009504828
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Informed trading in foreign exchange markets
Miranda, Paolo; MacGrath, Paul - In: The journal of current research in global business : JCRGB 14 (2011) 22, pp. 75-83
Persistent link: https://www.econbiz.de/10009547014
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Some considerations concerning the efficiency of forward exchange rates as predictors of future spot exchange rates
Loef, Hans-Edi - 1980
Persistent link: https://www.econbiz.de/10009522833