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

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

Do forward premium rates predict the spot rates? : comparison of developed and emerging economies

Ahmed, Wajid Shakeel; Khattak, Shoaib; Ahmed, Ijlal - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 2178-2187

Persistent link: https://www.econbiz.de/10014253691

Trend shifts in the forward premium and the predictability of excess returns in currency markets

Cho, Dooyeon; Chun, Sungju - In: Applied economics 49 (2017) 18, pp. 1821-1832

Persistent link: https://www.econbiz.de/10011815429

Great expectations? : evidence from Colombia’s exchange rate survey

Echavarría Soto, Juan José; Villamizar, Mauricio - In: Latin American economic review : LAER ; official … 25 (2016), pp. 1-27

In this paper, we use the largest exchange rate survey in Colombia to test for the rational expectations hypothesis, the presence of a time-varying risk premium and the accuracy of exchange rate forecasts. Our findings indicate that episodes of exchange rate appreciation preceded expectations of...

Persistent link: https://www.econbiz.de/10011885644