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Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard; Kim, Kun Ho - In: Journal of empirical finance 34 (2015), pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
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A new test for market efficiency and uncovered interest parity
Baillie, Richard; Diebold, Francis X.; Kapetanios, George; … - In: Journal of international money and finance 130 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
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One-way arbitrage with transaction costs : an evidence from the Hong Kong foreign exchange market
Chan, Daniel P.; Cheung, Kui-yin - 1993
Persistent link: https://www.econbiz.de/10000857341
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Exchange rate dynamics and learning
Gourinchas, Pierre-Olivier; Tornell, Aaron - 1996
Persistent link: https://www.econbiz.de/10000588487
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A reconsideration of the uncovered interest parity relationship
McCallum, Bennett T. - 1992
Persistent link: https://www.econbiz.de/10000136714
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Endogenous exchange rate
Vignola, Luigi - 1998
Persistent link: https://www.econbiz.de/10000679548
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The forward market in foreign exchange : a study in market-making, arbitrage and speculation
Brown, Brendan - 1983
Persistent link: https://www.econbiz.de/10000091568
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Nonlinear dynamics and covered interest rate parity
Balke, Nathan S.; Wohar, Mark E. - 1997
Persistent link: https://www.econbiz.de/10000961490
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Uncovered interest parity
Isard, Peter - 2006
Persistent link: https://www.econbiz.de/10003329088
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Testing uncovered interest parity : a continuous-time approach
Díez de los Ríos, Antonio (contributor);  … - 2007
observations per contract period is large relative to the sample size, standard GMM asymptotic theory provides unreliable …
Persistent link: https://www.econbiz.de/10003590052