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Incomplete information processing : a solution to the forward discount puzzle
Bacchetta, Philippe; Van Wincoop, Eric - 2005
The uncovered interest rate parity equation is the cornerstone of most models in international macro. However, this equation does not hold empirically since the forward discount, or interest rate differential, is negatively related to the subsequent change in the exchange rate. This forward...
Persistent link: https://www.econbiz.de/10011397256
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Rational inattention : a solution to the forward discount puzzle
Bacchetta, Philippe; Van Wincoop, Eric - 2005
Persistent link: https://www.econbiz.de/10003152776
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Rational inattention: a solution to the forward discount puzzle
Bacchetta, Philippe (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003168561
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Rational inattention: a solution to the forward discount puzzle
Bacchetta, Philippe; Van Wincoop, Eric - 2005
Persistent link: https://www.econbiz.de/10003114201
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Rational Inattention : A Solution to the Forward Discount Puzzle
Bacchetta, Philippe - 2005
The uncovered interest rate parity equation is the cornerstone of most models in international macro. However, this equation does not hold empirically since the forward discount, or interest rate differential, is negatively related to the subsequent change in the exchange rate. This forward...
Persistent link: https://www.econbiz.de/10012784266
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Rational Inattention : A Solution to the Forward Discount Puzzle
Bacchetta, Philippe - 2005
The uncovered interest rate parity equation is the cornerstone of most models in international macro. However, this equation does not hold empirically since the forward discount, or interest rate differential, is negatively related to the subsequent change in the exchange rate. This forward...
Persistent link: https://www.econbiz.de/10012467044
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Risk-adjusted covered interest parity : theory and evidence
Wong, Alfred Y.; Leung, David; Ng, Calvin - 2016
Persistent link: https://www.econbiz.de/10012200964
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - 1993
Persistent link: https://www.econbiz.de/10000874096
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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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Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard; Chang, Sanders S. - In: Journal of financial markets 14 (2011) 3, pp. 441-464
Persistent link: https://www.econbiz.de/10009261760