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~isPartOf:"International review of economics & finance : IREF"
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Aguirre, Maria Sophia
1
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1
Ding, Liang
1
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1
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1
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Economic modelling
International review of economics & finance : IREF
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22
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ECONIS (ZBW)
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1
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
2
How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome
- In:
Economic modelling
97
(
2021
),
pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
Saved in:
3
Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram
- In:
Economic modelling
91
(
2020
),
pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
Saved in:
4
Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel
;
Shraiber, Bentsi
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
Saved in:
5
On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon
- In:
Economic modelling
70
(
2018
),
pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
Saved in:
6
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
7
The Thursday effect of the forward premium puzzle
Ding, Liang
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 302-318
Persistent link: https://www.econbiz.de/10009486120
Saved in:
8
Rethinking an old empirical puzzle : econometric evidence on the forward discount anomaly
Maynard, Alex
;
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
6
,
pp. 671-708
Persistent link: https://www.econbiz.de/10001631960
Saved in:
9
Forward discount dynamics in integrated markets
Aguirre, Maria Sophia
- In:
International review of economics & finance : IREF
8
(
1999
)
1
,
pp. 87-104
Persistent link: https://www.econbiz.de/10001427831
Saved in:
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