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Exchange rates, macroeconomic fundamentals and risk aversion
Laborda, Ricardo; Olmo, Jose - In: Theoretical economics letters 4 (2014) 6, pp. 363-370
Persistent link: https://www.econbiz.de/10010530821
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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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Systematic monetary policy and the forward premium puzzle
Tambakis, Demosthenes Nicholas; Tarashev, Nikola A. - 2012
Persistent link: https://www.econbiz.de/10009697337
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Bond risk premia, macroeconomic fundamentals and the exchange rate
Pericoli, Marcello; Taboga, Marco - In: International review of economics & finance : IREF 22 (2012) 1, pp. 42-65
Persistent link: https://www.econbiz.de/10009618709
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Exchange rates and long-term bonds
Alexius, Annika; Sellin, Peter - In: The Scandinavian journal of economics 114 (2012) 3, pp. 974-990
Persistent link: https://www.econbiz.de/10009714110
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Regime switches in exchange rate volatility and uncovered interest parity
Ichiue, Hibiki; Koyama, Kentaro - In: Journal of international money and finance 30 (2011) 7, pp. 1436-1450
Persistent link: https://www.econbiz.de/10009407650
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Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Jackman, Mahalia; Craigwell, Roland C.; Doyle-Lowe, Michelle - In: Applied financial economics 23 (2013) 4/6, pp. 287-296
Persistent link: https://www.econbiz.de/10009718935
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Expected exchange rate, uncovered interest parity and interest rate differentials
Nwala, Kingsley - In: The empirical economics letters : a monthly … 11 (2012) 6, pp. 543-550
Persistent link: https://www.econbiz.de/10009758152
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Carry trade and foreign exchange rate puzzles
Spronk, Richard; Verschoor, Willem F. C.; Zwinkels, … - In: European economic review : EER 60 (2013), pp. 17-31
Persistent link: https://www.econbiz.de/10009762410
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I discovered the peso problem: Irving Fisher and the UIP puzzle
Lothian, James R.; Pownall, Rachel A. J.; Koedijk, Kees - In: Journal of international money and finance 38 (2013), pp. 5-17
Persistent link: https://www.econbiz.de/10010228930