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Testing the persistence of the forward premium : structural changes or misspecification?
Ho, Tsung-wu; Moh, Wan Shin - In: Open economies review 27 (2016) 1, pp. 119-138
Persistent link: https://www.econbiz.de/10011591715
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Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 46 (2018), pp. 168-186
Persistent link: https://www.econbiz.de/10012036615
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LM cointegration tests allowing for an unknown number of breaks : implications for the forward rate unbiasedness hypothesis
Oh, Dong-Yop; Lee, Hyejin - In: Applied economics 49 (2017) 12, pp. 1194-1203
Persistent link: https://www.econbiz.de/10011811265
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Price discovery and volatility transmission in currency spot and futures markets in India : an empirical analysis
Sakthivel, P.; Chittedi, Krishna Reddy; Sakyi, Daniel - In: Global business review 20 (2019) 4, pp. 931-945
Persistent link: https://www.econbiz.de/10012137518
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Arbitrage, covered interest parity and cointegration analysis on the NTD/USD forex market revisited
Kuo-Shing, Chen; Chun-Ming, Chen; Chien-Chiang, Lee - In: International journal of economics and financial issues … 7 (2017) 1, pp. 420-428
Persistent link: https://www.econbiz.de/10011784549
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Lead-lag relationship between futures and spot FX market in India
Kharbanda, Varuna; Singh, Archana - In: International journal of managerial finance : IJMF 13 (2017) 5, pp. 560-577
Persistent link: https://www.econbiz.de/10011799586
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Investigation on transition of RMB forward exchange rate pricing mechanism based on error correction model with structural mutation
Wang, Hua; Zhu, Junjun - In: International journal of financial engineering 9 (2022) 3, pp. 2250006-1-2250006-17
Persistent link: https://www.econbiz.de/10013367623
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Trade friction and price discovery in the USD-CAD spot and forward markets
Yan, Meng; Chen, Jian; Song, Victor; Xu, Ke - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013413582
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Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj; Maynard, Alex; Pesavento, Elena - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 295-318). 2023
Persistent link: https://www.econbiz.de/10014313744