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Does the forward discount represent a long memory process or short memory process with multiple changes in the mean?
Shahrin, Aidil Rizal - In: Jahrbücher für Nationalökonomie und Statistik 235 (2015) 6, pp. 630-641
Persistent link: https://www.econbiz.de/10011432220
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The hedging channel of exchange rate determination
Liao, Gordon; Zhang, Tony - 2020 - This draft: May 2020
Persistent link: https://www.econbiz.de/10012229170
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Risk-adjusted covered interest parity : theory and evidence
Wong, Alfred Y.; Leung, David; Ng, Calvin - 2016
Persistent link: https://www.econbiz.de/10012200964
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Is it liquidity or quality that matters more in foreign exchange markets?
Yamani, Ehab - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1857-1879
Persistent link: https://www.econbiz.de/10012210913
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Steps to be followed when home currency is weak
Kumar, P. Praveen; Naaz, S. Maqsooda - In: Journal of Contemporary Issues in Business and Government 26 (2020) 2, pp. 591-597
Persistent link: https://www.econbiz.de/10012505594
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Anticipations of foreign exchange volatility and bid-ask spreads
Wei, Shang-jin - 1994
Persistent link: https://www.econbiz.de/10000888713
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Foreign currency option pricing and properties of ex-ante exchange rate variability changes
Akin, Fatih - 1992
Persistent link: https://www.econbiz.de/10000862771
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Three essays in international finance: empirical nonlinearities, heterogeneity, and exchange rate expectations and the risk premium
Chinn, Menzie David - 1991
Persistent link: https://www.econbiz.de/10000869051
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An investigation of behavior of forward and spot exchange rates in the two-country general equilibrium model
Sul, Donggyu - 1992
Persistent link: https://www.econbiz.de/10000870219
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Long run consequences of finite exchange rate bubbles
Pelloni, Alessandra - 1992
Persistent link: https://www.econbiz.de/10000839352