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Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T., (2022)
The equilibrium risk premium on the forward market for foreign currency
Broll, Udo, (1996)
An empirical examination of risk premiums in the Indian currency futures market
Kumar, Satish, (2018)
The pricing of foreign exchange risk of Taiwan Stock Exchange companies
Dzeng, Simon C., (1996)
A variance-ratio test of random walks in foreign exchange rates
Liu, Christina Y., (1991)
Do real exchange rates follow random walks? : a heteroscedasticity-robust autocorrelation test