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The economic record : er
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114
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1
The twin faces of emerging Asia's currency forward markets in an imperfect setting
Ramanathan, Suresh
;
Teng, Kwek Kian
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1433-1446
Persistent link: https://www.econbiz.de/10010259390
Saved in:
2
Currency option pricing in a credible exchange rate target zone
Veestraeten, Dirk
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 951-962
Persistent link: https://www.econbiz.de/10009772210
Saved in:
3
An empirical test of 'put call parity'
Ben-David, Nissim
;
Tchahi, Tavor
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1661-1664
Persistent link: https://www.econbiz.de/10009385060
Saved in:
4
Are implied volatilities more informative? : The Brazilian real exchange rate case
Chang, Eui Jung
;
Tabak, Benjamin Miranda
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 569-576
Persistent link: https://www.econbiz.de/10003491198
Saved in:
5
Improving the accuracy of forward exchange rate forecasts by correcting for prior bias
Kremer, Robert
;
Shaffer, Sherrill
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1469-1478
Persistent link: https://www.econbiz.de/10003605858
Saved in:
6
Commodity currencies : why are exchange rate futures biased if commodity futures are not?
Kearns, Jonathan
- In:
The economic record : er
83
(
2007
),
pp. 60-73
Persistent link: https://www.econbiz.de/10003421670
Saved in:
7
A re-examination of the predicting power of forward premia
Wang, Peijie
- In:
Applied financial economics
15
(
2005
)
17
,
pp. 1219-1225
Persistent link: https://www.econbiz.de/10003228794
Saved in:
8
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
9
'That courage is not inconsistent with caution' : currency hedging for superannuation funds
Thorp, Susan
- In:
The economic record : er
81
(
2005
)
252
,
pp. 38-50
Persistent link: https://www.econbiz.de/10002712826
Saved in:
10
Options trading profits from correlation forecasts
Chong, James
- In:
Applied financial economics
14
(
2004
)
15
,
pp. 1075-1085
Persistent link: https://www.econbiz.de/10002390885
Saved in:
11
Mean aversion and return predictability in currency futures
Puri, Tribhuvan N.
;
Elyasiani, Elyas
;
Westbrook, Jilleen R.
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10001646082
Saved in:
12
The forward rate unbiasedness hypothesis revisited
Ho, Tsung-wu
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 799-804
Persistent link: https://www.econbiz.de/10001711928
Saved in:
13
The impact of federal reserve intervention on exchange rate volatility : evidence from the futures markets
Ramchander, Sanjay
;
Sant, R. Raymond
- In:
Applied financial economics
12
(
2002
)
4
,
pp. 231-240
Persistent link: https://www.econbiz.de/10001671105
Saved in:
14
Some answer to puzzles in testing unbiasedness in the foreign exchange market
Barnhart, Scott W.
;
McNown, Robert F.
;
Wallace, Myles Stuart
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 687-696
Persistent link: https://www.econbiz.de/10001702505
Saved in:
15
Efficient estimation and testing of alternative models of currency futures contracts
Sequeira, John M.
;
McAleer, Michael
;
Chow, Ying-Foon
- In:
The economic record : er
77
(
2001
),
pp. 270-282
Persistent link: https://www.econbiz.de/10001752337
Saved in:
16
Evaluating currency market efficiency : are cointegration tests appropriate?
Kellard, Neil
;
Newbold, Paul
;
Rayner, Anthony J.
- In:
Applied financial economics
11
(
2001
)
6
,
pp. 681-691
Persistent link: https://www.econbiz.de/10001636219
Saved in:
17
Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets
Wang, Peijie
;
Wang, Ping
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001563271
Saved in:
18
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.
;
McAleer, Michael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
Saved in:
19
Forward foreign exchange rates and expected future spot rates
Wolff, Christiaan Cornelis Petrus
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 371-377
Persistent link: https://www.econbiz.de/10001526313
Saved in:
20
The unbiased forward rate hypothesis : a re-examination
Jung, Chulho
- In:
Applied financial economics
8
(
1998
)
6
,
pp. 567-575
Persistent link: https://www.econbiz.de/10001253344
Saved in:
21
On the unbiasedness of the forward rate in the Singapore foreign exchange market
Gan, Wee-beng
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 413-4417
Persistent link: https://www.econbiz.de/10001226976
Saved in:
22
Risk premia in Eurodollar futures prices
Lauterbach, Beni
- In:
Applied financial economics
6
(
1996
)
1
,
pp. 49-57
Persistent link: https://www.econbiz.de/10001197240
Saved in:
23
Tests of the risk premium on foreign currency futures implied by the intertemporal asset pricing theory
Gençay, Ramazan
- In:
Applied financial economics
5
(
1995
)
2
,
pp. 85-94
Persistent link: https://www.econbiz.de/10001181321
Saved in:
24
Forward discount bias : is it near-rationality in the foreign exchange market?
Gruen, David W. R.
- In:
The economic record : er
71
(
1995
)
213
,
pp. 157-166
Persistent link: https://www.econbiz.de/10001186623
Saved in:
25
Efficiency of the forward market day by day and month by month
Copeland, Laurence S.
- In:
Applied financial economics
3
(
1993
)
1
,
pp. 79-87
Persistent link: https://www.econbiz.de/10001145261
Saved in:
26
Exchange rate expectations and risk premium in the Singapore US dollar exchange rate : evidence from survey data
Gan, Wee-beng
- In:
Applied financial economics
3
(
1993
)
4
,
pp. 365-373
Persistent link: https://www.econbiz.de/10001152588
Saved in:
27
Efficiency in currency futures markets : Sure vs. FIML estimates
Avsar, Serdar A.
- In:
The economic record : er
(
1992
),
pp. 130-134
Persistent link: https://www.econbiz.de/10001130515
Saved in:
28
Single beta models and currency futures prices
McCurdy, Thomas H.
- In:
The economic record : er
(
1992
),
pp. 117-129
Persistent link: https://www.econbiz.de/10001130518
Saved in:
29
Rewards available to currency futures speculators : compensation for risk or evidence of inefficient pricing?
Taylor, Stephen
- In:
The economic record : er
(
1992
),
pp. 105-116
Persistent link: https://www.econbiz.de/10001130521
Saved in:
30
A weak form test of the efficiency of the Japanese Yen futures market
Drinka, Thomas P.
(
contributor
)
- In:
Applied financial economics
1
(
1991
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10001114499
Saved in:
31
Efficiency in the forward foreign exchange market : weekly tests of the Australian/US dollar exchange rate January 1984 - March 1987
Kearney, Colm
- In:
The economic record : er
67
(
1991
)
198
,
pp. 237-242
Persistent link: https://www.econbiz.de/10001125402
Saved in:
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