Similar Search Results

The forward premium puzzle only emerges gradually

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2007

The forward premium puzzle (FPP) is the negative correlation between the forward premium and the realized exchange rate return at maturities of a month and beyond. Some recent evidence shows that at maturities of multiple years and at the highest intra day frequency the correlation is positive...

Persistent link: https://www.econbiz.de/10011372514

Exchange rates, macroeconomic fundamentals and risk aversion

Laborda, Ricardo; Olmo, Jose - In: Theoretical economics letters 4 (2014) 6, pp. 363-370

Persistent link: https://www.econbiz.de/10010530821

The microstructure of covered interest arbitrage in a market with a dominant market maker

Liu, Hao-chen; Witte, Mark David - In: Journal of international financial markets, … 24 (2013), pp. 25-41

Persistent link: https://www.econbiz.de/10009726481

Systematic monetary policy and the forward premium puzzle

Tambakis, Demosthenes Nicholas; Tarashev, Nikola A. - 2012

Persistent link: https://www.econbiz.de/10009697337

Bond risk premia, macroeconomic fundamentals and the exchange rate

Pericoli, Marcello; Taboga, Marco - In: International review of economics & finance : IREF 22 (2012) 1, pp. 42-65

Persistent link: https://www.econbiz.de/10009618709

Exchange rates and long-term bonds

Alexius, Annika; Sellin, Peter - In: The Scandinavian journal of economics 114 (2012) 3, pp. 974-990

Persistent link: https://www.econbiz.de/10009714110

Regime switches in exchange rate volatility and uncovered interest parity

Ichiue, Hibiki; Koyama, Kentaro - In: Journal of international money and finance 30 (2011) 7, pp. 1436-1450

Persistent link: https://www.econbiz.de/10009407650

Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg

Jackman, Mahalia; Craigwell, Roland C.; Doyle-Lowe, Michelle - In: Applied financial economics 23 (2013) 4/6, pp. 287-296

Persistent link: https://www.econbiz.de/10009718935

Expected exchange rate, uncovered interest parity and interest rate differentials

Nwala, Kingsley - In: The empirical economics letters : a monthly … 11 (2012) 6, pp. 543-550

Persistent link: https://www.econbiz.de/10009758152

Carry trade and foreign exchange rate puzzles

Spronk, Richard; Verschoor, Willem F. C.; Zwinkels, … - In: European economic review : EER 60 (2013), pp. 17-31

Persistent link: https://www.econbiz.de/10009762410

A service of the

zbw