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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of applied econometrics"
~subject:"France"
~subject:"Risk premium"
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International review of economics & finance : IREF
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ECONIS (ZBW)
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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
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2
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:
3
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
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4
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
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5
Re-examining forward market efficiency : evidence from fractional and Harris-Inder cointegration tests
Choudhry, Taufiq
- In:
International review of economics & finance : IREF
8
(
1999
)
4
,
pp. 433-453
Persistent link: https://www.econbiz.de/10001443992
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6
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
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7
Understanding spot and forward exchange rate regressions
Hai, Waike
- In:
Journal of applied econometrics
12
(
1997
)
6
,
pp. 715-734
Persistent link: https://www.econbiz.de/10001234187
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8
Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B.
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
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