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An empirical examination of the Post Keynesian view of forward exchange rates
Moosa, Imad A. - In: Journal of post-Keynesian economics : JPKE 26 (2003) 3, pp. 395-418
Persistent link: https://www.econbiz.de/10002010609
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The forward premium anomaly is not as bad as you think
Baillie, Richard; Bollerslev, Tim - In: Journal of international money and finance 19 (2000) 4, pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
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Testing the effectiveness of arbitrage and speculation under flexible exchange rates
Moosa, Imad A. - In: Economia internazionale 47 (1995) 4, pp. 383-391
Persistent link: https://www.econbiz.de/10001176118
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Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates
Ghosh, Dilip K. - In: The journal of futures markets 18 (1998) 1, pp. 115-127
Persistent link: https://www.econbiz.de/10001234357
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Risk-free profits with forward contracts in exchange rates and interest rates
Ghosh, Dilip K. - In: Journal of multinational financial management 7 (1997) 3, pp. 253-264
Persistent link: https://www.econbiz.de/10001237586
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Das Zinsparitätengesetz
Stehle, Richard - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 24 (1995) 10, pp. 521-524
Persistent link: https://www.econbiz.de/10001190408
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Empirische Untersuchungen zum Zinsparitätengesetz
Stehle, Richard - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 24 (1995) 10, pp. 517-520
Persistent link: https://www.econbiz.de/10001190409
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Dollar jump fears : 1984 - 1992 ; distributional abnormalities implicit in currency futures options
Bates, David S. - In: Journal of international money and finance 15 (1996) 1, pp. 65-93
Persistent link: https://www.econbiz.de/10001197734
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A reconsideration of the uncovered interest parity relationship
McCallum, Bennett T. - In: Journal of monetary economics 33 (1994) 1, pp. 105-132
Persistent link: https://www.econbiz.de/10001331952