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Determinants of current risk premiums
Carlson, John A.; Osler, C. L. - Federal Reserve Bank of New York - 1999
This paper presents a theoretical model of exchange-rate determination intended to address the forward premium puzzle. It also explains the empirical observation that risk premiums depend on interest differentials. The model's closed-form solution indicates that currency risk premiums depend on...
Persistent link: https://www.econbiz.de/10005420480
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Rational speculators and exchange rate volatility
Carlson, John A.; Osler, C. L. - 1996
Persistent link: https://www.econbiz.de/10000625631
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Determinants of currency risk premiums
Carlson, John A.; Osler, Carol - 1999
Persistent link: https://www.econbiz.de/10001398203
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Rational speculators and exchange rate volatility
Carlson, John A.; Osler, Carol - In: European economic review : EER 44 (2000) 2, pp. 231-253
Persistent link: https://www.econbiz.de/10001448603
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Short-run exchange-rate dynamics : theory and evidence
Carlson, John A.; Dahl, Christian M.; Osler, Carol - 2008
Persistent link: https://www.econbiz.de/10009782336
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Identifying noise traders : the head-and-shoulders pattern in US equities
Osler, Carol - 1998
Persistent link: https://www.econbiz.de/10000997925
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Interest rate term premiums and the failure of the speculative efficiency hypothesis : a theoretical investigation
Osler, Carol - 1989
Persistent link: https://www.econbiz.de/10000773050
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Exchange rate dynamics and speculator horizons
Osler, Carol - In: Journal of international money and finance 14 (1995) 5, pp. 695-719
Persistent link: https://www.econbiz.de/10001191597
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Short-term speculators and the puzzling behaviour of exchange rates
Osler, Carol - In: Journal of international economics 45 (1998) 1, pp. 37-57
Persistent link: https://www.econbiz.de/10001248181
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Factor prices under integrated markets for risky capital
Osler, Carol - In: European economic review : EER 35 (1991) 6, pp. 1311-1340
Persistent link: https://www.econbiz.de/10001111681