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116
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ECONIS (ZBW)
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1
Deviations from covered interest rate parity
Du, Wenxin
;
Tepper, Alexander
;
Verdelhan, Adrien
-
2017
Persistent link: https://www.econbiz.de/10011624098
Saved in:
2
Uninformative feedback and risk taking : evidence from retail Forex trading
Ben-David, Itzhak
;
Birru, Justin
;
Prokopenya, Viktor
-
2016
Persistent link: https://www.econbiz.de/10011460512
Saved in:
3
Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A.
;
Mano, Rui C.
-
2014
Persistent link: https://www.econbiz.de/10010391780
Saved in:
4
Rational inattention : a solution to the forward discount puzzle
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2005
Persistent link: https://www.econbiz.de/10003152776
Saved in:
5
Regime-switching behavior of the term structure of forward markets
Tchernykh, Elena
;
Branson, William H.
-
2005
Persistent link: https://www.econbiz.de/10003130068
Saved in:
6
FX counterparty risk and trading activity in currency forward and futures markets
Levich, Richard M.
-
2012
Persistent link: https://www.econbiz.de/10009577763
Saved in:
7
Covered interest arbitrage : then vs. now
Juhl, Ted
;
Miles, William
;
Weidenmier, Marc D.
-
2004
Persistent link: https://www.econbiz.de/10002509542
Saved in:
8
Information aggregation, security design and currency swaps
Chowdhry, Bhagwan
;
Grinblatt, Mark
;
Levine, David K.
-
2002
Persistent link: https://www.econbiz.de/10001646757
Saved in:
9
Exchange rate dynamics, learning and misperception
Gourinchas, Pierre-Olivier
;
Tornell, Aaron
-
2002
Persistent link: https://www.econbiz.de/10001720732
Saved in:
10
Central bank dollar swap lines and overseas dollar funding costs
Goldberg, Linda S.
;
Kennedy, Craig
;
Miu, Jason
-
2010
Persistent link: https://www.econbiz.de/10003940177
Saved in:
11
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001630402
Saved in:
12
Risk and exchange rates
Obstfeld, Maurice
;
Rogoff, Kenneth S.
-
1998
Persistent link: https://www.econbiz.de/10000674160
Saved in:
13
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel
;
Chang, P. H. Kevin
-
1997
Persistent link: https://www.econbiz.de/10000623860
Saved in:
14
Exchange rate dynamics and learning
Gourinchas, Pierre-Olivier
;
Tornell, Aaron
-
1996
Persistent link: https://www.econbiz.de/10000588487
Saved in:
15
Affine models of currency pricing
Backus, David
;
Foresi, Silverio
;
Telmer, Chris I.
-
1996
Persistent link: https://www.econbiz.de/10000593226
Saved in:
16
The forward discount anomaly and the risk premium : a survey of recent evidence
Engel, Charles
-
1995
Persistent link: https://www.econbiz.de/10000922830
Saved in:
17
Heterogeneous expectations and tests of efficiency in the yen, dollar forward foreign exchange rate market
Elliott, Graham
-
1995
Persistent link: https://www.econbiz.de/10000935824
Saved in:
18
Fixes : of the forward discount puzzle
Flood, Robert P.
-
1994
Persistent link: https://www.econbiz.de/10000922645
Saved in:
19
Anticipations of foreign exchange volatility and bid-ask spreads
Wei, Shang-jin
-
1994
Persistent link: https://www.econbiz.de/10000888713
Saved in:
20
Internationally diversified bond portfolios : the merits of active currency risk management
Levich, Richard M.
-
1993
Persistent link: https://www.econbiz.de/10000866568
Saved in:
21
Currency hedging over long horizons
Froot, Kenneth
-
1993
Persistent link: https://www.econbiz.de/10000867502
Saved in:
22
The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.
-
1993
Persistent link: https://www.econbiz.de/10000874096
Saved in:
23
Realignment risk and currency option pricing in target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000874291
Saved in:
24
Currency option pricing in credible target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000883767
Saved in:
25
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
26
A reconsideration of the uncovered interest parity relationship
McCallum, Bennett T.
-
1992
Persistent link: https://www.econbiz.de/10000136714
Saved in:
27
Trends in expected returns in currency and bond markets
Evans, Martin D. D.
;
Lewis, Karen K.
-
1992
Persistent link: https://www.econbiz.de/10000845241
Saved in:
28
The significance of technical trading-rule profits in the foreign exchange market : a bootstrap approach
Levich, Richard M.
;
Thomas, Lee R.
-
1991
Persistent link: https://www.econbiz.de/10000822417
Saved in:
29
On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert
;
Hodrick, Robert J.
-
1991
Persistent link: https://www.econbiz.de/10000824248
Saved in:
30
Are option-implied forecasts of exchange rate volatility excessively variable?
Wei, Shang-jin
;
Frankel, Jeffrey A.
-
1991
Persistent link: https://www.econbiz.de/10000826385
Saved in:
31
Short rates and expected asset returns
Froot, Kenneth
-
1990
Persistent link: https://www.econbiz.de/10000806729
Saved in:
32
On time-series properties of time-varying risk premium in the yen, dollar exchange market
Canova, Fabio
;
Itō, Takatoshi
-
1988
Persistent link: https://www.econbiz.de/10000757860
Saved in:
33
Trigger strategies and price dynamics in equity and foreign exchange markets
Krugman, Paul R.
-
1987
Persistent link: https://www.econbiz.de/10000755043
Saved in:
34
Foreign currency futures
Hodrick, Robert J.
;
Srivastava, Sanjay
-
1985
Persistent link: https://www.econbiz.de/10000686843
Saved in:
35
The forward exchange market, speculation, and exchange market intervention
Eaton, Jonathan
;
Turnovsky, Stephen J.
-
1983
Persistent link: https://www.econbiz.de/10002089363
Saved in:
36
An investigation of risk and return in forward foreign exchange
Hodrick, Robert J.
;
Srivastva, Sanjay
-
1983
Persistent link: https://www.econbiz.de/10002865723
Saved in:
37
Test of rational expectations and no risk premium in forward exchange markets
Hsieh, David A.
-
1982
Persistent link: https://www.econbiz.de/10002961009
Saved in:
38
Expectations and the forward exchange rate
Hakkio, Craig S.
-
1980
Persistent link: https://www.econbiz.de/10009572060
Saved in:
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