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Ex ante real returns in foreward market speculation in the inter-war period : evidence and prediction
Payá, Ivan; Peel, David - In: New trends in macroeconomics : with 38 tables, (pp. 127-145). 2005
Persistent link: https://www.econbiz.de/10003022239
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Currency excess returns and global downside market risk
Galsband, Victoria; Nitschka, Thomas - 2013 - This version: 14 May 2013
Persistent link: https://www.econbiz.de/10009778310
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Safe haven currencies : a portfolio perspective
Cenedese, Gino - 2015
Persistent link: https://www.econbiz.de/10011327165
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Nominal exchange rates and heterogeneous beliefs
Croitoru, Benjamin; Jiao, Feng; Lu, Lei - In: Journal of economic dynamics & control 166 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015051215
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Excess volatility of realized excess profit from currency speculation in a two-country general equilibrium model
Sul, Donggyu - In: Review of international economics 7 (1999) 2, pp. 280-296
Persistent link: https://www.econbiz.de/10001414556
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Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard; Chang, Sanders S. - In: Journal of financial markets 14 (2011) 3, pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
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Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
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Interest rates, exchange rates and world monetary policy
Floyd, John E. - 2010
Persistent link: https://www.econbiz.de/10003888281
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Testing uncovered interest parity at short and long horizons during the post-Bretton Woods era
Chinn, Menzie David; Meredith, Guy - 2005
Persistent link: https://www.econbiz.de/10002569958
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Deviations from uncovered interest rate parity : a Post Keynesian explanation
Harvey, John Terence - In: Journal of post-Keynesian economics : JPKE 27 (2004) 1, pp. 19-35
Persistent link: https://www.econbiz.de/10002387455