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Essays on the asset-market approach to exchange rates
Engel, Charles Mitchell - 1983
Persistent link: https://www.econbiz.de/10002118628
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Long maturity forward rates of major currencies are stationary
Darvas, Zsolt M.; Schepp, Zoltán - In: Applied economics letters 16 (2009) 10/12, pp. 1175-1181
Persistent link: https://www.econbiz.de/10003886689
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Interest rate risk and the forward premium anomaly in foreign exchange markets
Wu, Shu - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 423-442
Persistent link: https://www.econbiz.de/10003469641
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2005
Persistent link: https://www.econbiz.de/10003586300
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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
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Forward rate agreements
Maier, Arnim - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 105 (1988) 10, pp. 475-476
Persistent link: https://www.econbiz.de/10003624141
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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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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Monetary policy and forward bias for foreign exchange revisited: Empirical evidence from the US-UK exchange rate
Lafuente, Juan Angel; Ruiz, Jesus - In: Economic modelling 23 (2006) 2, pp. 238-264
Persistent link: https://www.econbiz.de/10003299377