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Inefficiency of foreign exchange markets and expectations : survey evidence
Strøjer Madsen, Erik - In: Applied economics 28 (1996) 4, pp. 397-403
Persistent link: https://www.econbiz.de/10001197855
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Time-varying risk premia, volatility, and technical trading rule profits : evidence from foreign currency futures markets
Kho, Bong-Chan - In: Journal of financial economics 41 (1996) 2, pp. 249-290
Persistent link: https://www.econbiz.de/10001200419
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Risk premia in the ruble-dollar futures market
Pereseckij, Anatolij A. - In: The journal of futures markets 17 (1997) 2, pp. 191-214
Persistent link: https://www.econbiz.de/10001218564
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Exchange rate expectations, the forward exchange rate bias and risk premia in target zones
Nessén, Marianne - 1994
Persistent link: https://www.econbiz.de/10000888951
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An empirical investigation of risk premia in the foreign currency futures basis
Baum, Christopher F.; Barkoulas, John T. - 1994
Persistent link: https://www.econbiz.de/10000895363
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Estimation and testing of the term structure of the forward premium under rational expectations
Baillie, Richard - In: Journal of macroeconomics 8 (1986) 3, pp. 387-391
Persistent link: https://www.econbiz.de/10001085602
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Empirical analyses of foreign exchange markets : general equilibrium perspectives
Bekaert, Geert - 1992
Persistent link: https://www.econbiz.de/10000863185
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Affine models of currency pricing
Backus, David; Foresi, Silverio; Telmer, Chris I. - 1996
Persistent link: https://www.econbiz.de/10000593226
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On the biasedness of forward foreign exchange rates : irrationality or risk premia?
Cavaglia, Stefano M.; Verschoor, Willem F.; Wolff, … - 1993
Persistent link: https://www.econbiz.de/10000143160
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Understanding the price of volatility risk in carry trades
Ahmed, Shamim; Valente, Giorgio - In: Journal of banking & finance 57 (2015), pp. 118-129
Persistent link: https://www.econbiz.de/10011543818