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Currency derivative
38
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12
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Journal of empirical finance
Applied financial economics
The journal of futures markets
116
Journal of international money and finance
87
Journal of international financial markets, institutions & money
38
Journal of banking & finance
30
Economics letters
23
Global finance journal
21
International review of economics & finance : IREF
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International review of financial analysis
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Advances in futures and options research : a research annual
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
2
Using extracted forward rate term structure information to forecast foreign exchange rates
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
Journal of empirical finance
53
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012171702
Saved in:
3
Uncovered interest parity : the long and the short of it
Lothian, James R.
- In:
Journal of empirical finance
36
(
2016
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
Saved in:
4
Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
32
(
2015
),
pp. 210-229
Persistent link: https://www.econbiz.de/10011556820
Saved in:
5
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
6
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
7
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
8
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:
9
The forward premium in electricity futures
Bunn, Derek W.
;
Chen, Dipeng
- In:
Journal of empirical finance
23
(
2013
),
pp. 173-186
Persistent link: https://www.econbiz.de/10010221755
Saved in:
10
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:
11
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:
12
Structural change in the forward discount : implications for the forward rate unbiasedness hypothesis
Sakoulis, Georgios
;
Zivot, Eric
;
Choi, Kyongwook
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 957-966
Persistent link: https://www.econbiz.de/10009267231
Saved in:
13
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:
14
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:
15
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:
16
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:
17
Testing forward rate unbiasedness allowing for persistent regressors
Liu, Wei
;
Maynard, Alex
- In:
Journal of empirical finance
12
(
2005
)
5
,
pp. 613-628
Persistent link: https://www.econbiz.de/10003190328
Saved in:
18
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:
19
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:
20
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:
21
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:
22
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:
23
The bias of test for a risk premium in forward exchange rates
Tauchen, George Eugene
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 695-704
Persistent link: https://www.econbiz.de/10001655362
Saved in:
24
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:
25
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:
26
Liquidity in the forward exchange market
Moore, Michael J.
;
Roche, Maurice J.
- In:
Journal of empirical finance
8
(
2001
)
2
,
pp. 157-170
Persistent link: https://www.econbiz.de/10001575266
Saved in:
27
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:
28
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:
29
The intraday multivariate structure of the Eurofutures markets
Ballocchi, Giuseppe
(
contributor
)
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001505789
Saved in:
30
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:
31
Do currency futures prices follow random walks?
Pan, Ming-Shiun
- In:
Journal of empirical finance
4
(
1997
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001224777
Saved in:
32
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:
33
The forward discount anomaly and the risk premium : a survey of recent evidence
Engel, Charles
- In:
Journal of empirical finance
3
(
1996
)
2
,
pp. 123-192
Persistent link: https://www.econbiz.de/10001208676
Saved in:
34
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:
35
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:
36
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:
37
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:
38
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:
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