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The forward premium puzzle revisited
Meredith, Guy; Ma, Yue - 2002
Persistent link: https://www.econbiz.de/10001666280
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The microstructure of covered interest arbitrage in a market with a dominant market maker
Liu, Hao-chen; Witte, Mark David - In: Journal of international financial markets, … 24 (2013), pp. 25-41
Persistent link: https://www.econbiz.de/10009726481
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Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard; Kiliç, Rehim - In: Journal of international money and finance 25 (2006) 1, pp. 22-47
Persistent link: https://www.econbiz.de/10003274895
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Can perpetual learning explain the forward premium puzzle?
Chakraborty, Avik (contributor);  … - 2006 - rev.
Persistent link: https://www.econbiz.de/10003432105
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Does the prediction horizon matter for the forward premium anomaly? : evidence from panel data
Yang, Kun; Shintani, Mototsugu - In: Economics letters 93 (2006) 2, pp. 255-260
Persistent link: https://www.econbiz.de/10003391930
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Testing uncovered interest parity : a continuous-time approach
Díez de los Ríos, Antonio (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003572998
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Testing uncovered interest parity : a continuous-time approach
Díez de los Ríos, Antonio; Sentana, Enrique - 2007
Persistent link: https://www.econbiz.de/10003574319
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Stochastic discount factor models of currency pricing
Lebedinsky, Alexander G. - 2004
Persistent link: https://www.econbiz.de/10003555568
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Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard (contributor); Kiliç, Rehim (contributor) - 2005
Persistent link: https://www.econbiz.de/10003001886
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Uncovered interest parity
Isard, Peter - 2006
Persistent link: https://www.econbiz.de/10003329088