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The existence and severity of the forward premium puzzle during tranquil and turbulent periods : developed versus developing country currencies

Shehadeh, Ali; Li, Youwei; Vigne, Samuel A.; … - In: International review of financial analysis 78 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013252466

Predicting exchange rate returns

Narayan, Paresh Kumar; Sharma, Susan Sunila; Dinh Hoang … - In: Emerging markets review 42 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012414387

Are consensus FX forecasts valuable for investors?

Kwas, Marek; Beckmann, Joscha; Rubaszek, Michał - In: International journal of forecasting 40 (2024) 1, pp. 268-284

Persistent link: https://www.econbiz.de/10014450270

Five Facts about the UIP Premium

Kalemli-Ozcan, Sebnem; Varela, Liliana - National Bureau of Economic Research - 2021

We document five novel facts about Uncovered Interest Parity (UIP) deviations vis-à-vis the U.S. dollar for 34 currencies of advanced economies and emerging markets, using survey data on expected exchange rate. First, the UIP premium co-moves with global risk perception (VIX) for all...

Persistent link: https://www.econbiz.de/10012585407