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Journal of money, credit and banking : JMCB
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116
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87
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1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
2
What do deviations from covered interest parity and higher FX hedging costs mean for Asia?
Hong, Gee Hee
;
Oeking, Anne
;
Kang, Kenneth H.
;
Rhee, …
- In:
Open economies review
32
(
2021
)
2
,
pp. 361-394
Persistent link: https://www.econbiz.de/10012548754
Saved in:
3
Central bank policy paths and market forward rates : a simple model
De Graeve, Ferre
;
Iversen, Jens
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
6
,
pp. 1197-1224
Persistent link: https://www.econbiz.de/10011946559
Saved in:
4
Testing the persistence of the forward premium : structural changes or misspecification?
Ho, Tsung-wu
;
Moh, Wan Shin
- In:
Open economies review
27
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011591715
Saved in:
5
Interest rate risk and the forward premium anomaly in foreign exchange markets
Wu, Shu
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 423-442
Persistent link: https://www.econbiz.de/10003469641
Saved in:
6
Temporal patterns in foreign exchange returns and options
Charlebois, Maxime
;
Sapp, Stephen
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 443-470
Persistent link: https://www.econbiz.de/10003469648
Saved in:
7
Has the link between the spot and forward exchange rates broken down? : Evidence from rolling cointegration tests
Kutan, Ali Mustafa
;
Zhou, Su
- In:
Open economies review
14
(
2003
)
4
,
pp. 369-379
Persistent link: https://www.econbiz.de/10001790681
Saved in:
8
Forward discount puzzle and liquidity effects : some evidence from exchange rates among the United States, Canada, and Japan
Fukuta, Yuichi
;
Saitō, Makoto
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
4
,
pp. 1014-1033
Persistent link: https://www.econbiz.de/10001710466
Saved in:
9
Exchange rate expectations, the forward exchange rate bias and risk premia in target zones
Nessén, Marianne
- In:
Open economies review
8
(
1997
)
2
,
pp. 99-136
Persistent link: https://www.econbiz.de/10001230398
Saved in:
10
The foreign exchange risk premium : is it real?
Hakkio, Craig S.
- In:
Journal of money, credit and banking : JMCB
27
(
1995
)
2
,
pp. 301-317
Persistent link: https://www.econbiz.de/10001182190
Saved in:
11
Exchange rate expectations and risk premia in the European Monetary System : 1985 - 1991
Cavaglia, Stefano M.
- In:
Open economies review
5
(
1994
)
4
,
pp. 347-360
Persistent link: https://www.econbiz.de/10001172805
Saved in:
12
Long-run consequences of finite exchange rate bubbles
Pelloni, Alessandra
- In:
Open economies review
4
(
1993
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001134147
Saved in:
13
Betting on the EMS
Koedijk, Kees
- In:
Open economies review
4
(
1993
)
2
,
pp. 151-173
Persistent link: https://www.econbiz.de/10001142005
Saved in:
14
Real and monetary shocks and risk premia in forward markets for foreign exchange
Dutton, John C.
- In:
Journal of money, credit and banking : JMCB
25
(
1993
)
4
,
pp. 731-754
Persistent link: https://www.econbiz.de/10001156546
Saved in:
15
Foreign production and international hedging in a multinational firm
Broll, Udo
- In:
Open economies review
4
(
1993
)
4
,
pp. 425-432
Persistent link: https://www.econbiz.de/10001158481
Saved in:
16
Forward exchange rates as unbiased predictors of future spot rates : a review and re-interpretation
Kang, Heejoon
- In:
Open economies review
3
(
1992
)
2
,
pp. 215-232
Persistent link: https://www.econbiz.de/10001126087
Saved in:
17
Forward rates as predictors of future spot rates in small open economies : the case of Kuwait
Pippenger, John E.
- In:
Open economies review
2
(
1991
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10001101802
Saved in:
18
The risk premium in the foreign exchange market
Sibert, Anne C.
- In:
Journal of money, credit and banking : JMCB
21
(
1989
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10001060793
Saved in:
19
The forward rate as a predictor of the future spot rate : a stochastic coefficient approach
Chiang, Thomas C.
- In:
Journal of money, credit and banking : JMCB
20
(
1988
)
2
,
pp. 212-232
Persistent link: https://www.econbiz.de/10001051964
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