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New evidence on the forward premium puzzle
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 875-897
Persistent link: https://www.econbiz.de/10011610136
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A rank approach for studying cross-currency bases and the covered interest rate parity
Ordoñez-Callamand, Daniel; Gómez González, José Eduardo - 2017
Persistent link: https://www.econbiz.de/10011661630
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Are Indian forward spot markets rational forecasts of future spot rates
Kalsie, Anjala; Goyal, Anil Kumar - In: Mudra : journal of finance and accounting 2 (2015) 2, pp. 63-76
Persistent link: https://www.econbiz.de/10011661884
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Uncovered interest parity : the long and the short of it
Lothian, James R. - In: Journal of empirical finance 36 (2016), pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
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The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon - In: Journal of empirical finance 34 (2015), pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
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Can time-varying risk premiums explain the excess returns in the interest rate parity condition?
Aysun, Uluc; Lee, Sanglim - In: Emerging markets review 18 (2014), pp. 78-100
Persistent link: https://www.econbiz.de/10010417528
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The existence of uncovered interest parity in the CIS countries
Bhatti, Razzaque H. - In: Economic modelling 40 (2014), pp. 227-241
Persistent link: https://www.econbiz.de/10010425682
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Covered interest parity deviations : macrofinancial determinants
Cerutti, Eugenio M.; Obstfeld, Maurice; Zhou, Haonan - 2019
Persistent link: https://www.econbiz.de/10012181308
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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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How puzzling is the forward premium puzzle? : a meta-analysis
Zigraiova, Diana; Havránek, Tomáš; Novák, Jiri - 2020
A key theoretical prediction in financial economics is that under risk neutrality and rational expectations a currency's forward rates should form unbiased predictors of future spot rates. Yet scores of empirical studies report negative slope coefficients from regressions of spot rates on...
Persistent link: https://www.econbiz.de/10012158390