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1
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:
2
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:
3
FX swaps : implications for financial and economic stability
Barkbu, Bergljot Bjørnson
;
Ong, Li Lian
-
2010
Persistent link: https://www.econbiz.de/10003972587
Saved in:
4
Uncovered interest parity
Isard, Peter
-
2006
Persistent link: https://www.econbiz.de/10003329088
Saved in:
5
Portfolio choice in a monetary open-economy DSGE model
Engel, Charles
;
Matsumoto, Akito
-
2005
Persistent link: https://www.econbiz.de/10003218797
Saved in:
6
The forward premium puzzle revisited
Meredith, Guy
;
Ma, Yue
-
2002
Persistent link: https://www.econbiz.de/10001666280
Saved in:
7
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
Saved in:
8
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:
9
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
Saved in:
10
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J.
- In:
Journal of applied econometrics
14
(
1999
)
6
,
pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
Saved in:
11
Does the introduction of futures on emerging market currencies destabilize the underlying currencies?
Jochum, Christian
-
1998
Persistent link: https://www.econbiz.de/10000984600
Saved in:
12
Speculative attacks, forward market intervention and the classic bear squeeze
Lall, Subir
-
1997
Persistent link: https://www.econbiz.de/10000981227
Saved in:
13
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:
14
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
Saved in:
15
Jumps, martingales, and foreign exchange futures prices
Hu, Frederick Zu-liu
-
1996
Persistent link: https://www.econbiz.de/10000935522
Saved in:
16
Infrequent large nominal devaluations and their impact on the futures prices for foreign exchange in Brazil
Drummond, Paulo
-
1996
Persistent link: https://www.econbiz.de/10000940498
Saved in:
17
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
Saved in:
18
Jumps, martingales, and foreign exchange futures prices
Hu, Zu-Liu
-
1996
Persistent link: https://www.econbiz.de/10000588419
Saved in:
19
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:
20
Realignment expectations, forward rate bias, and sterilized intervention in an adjustable peg exchange rate model with policy optimization
Isard, Peter
-
1994
Persistent link: https://www.econbiz.de/10013425333
Saved in:
21
Foreign exchange hedging with synthetic options and the interest rate defense of a fixed exchange rate regime
Garber, Peter M.
-
1994
Persistent link: https://www.econbiz.de/10013425389
Saved in:
22
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:
23
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:
24
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:
25
The use of foreign exchange swaps by Central Banks : a survey
Hooyman, Catharina J.
-
1993
Persistent link: https://www.econbiz.de/10013425222
Saved in:
26
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:
27
Target zones and forward rates in a model with repeated realignments
Bartolini, Leonardo
-
1992
Persistent link: https://www.econbiz.de/10013425097
Saved in:
28
Uncovered interest parity
Isard, Peter
-
1991
Persistent link: https://www.econbiz.de/10000829857
Saved in:
29
Speculative attacks
Calvo, Guillermo
;
Guidotti, Pablo E.
-
1991
Persistent link: https://www.econbiz.de/10000831190
Saved in:
30
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:
31
Intervention, interest rates, and charts : three essays in international finance
Taylor, Mark P.
-
1991
Persistent link: https://www.econbiz.de/10013425044
Saved in:
32
Pricing floating-rate debt and related interest-rate options
Scott, Louis O.
-
1990
Persistent link: https://www.econbiz.de/10000831676
Saved in:
33
Exchange rate expectations : a survey of suvey studies
Takagi, Shinji
-
1990
Persistent link: https://www.econbiz.de/10013424892
Saved in:
34
Testing the martingale hypothesis in Deutsche Mark futures with models specifying the form of heteroscedasticity
McCurdy, Thomas H.
- In:
Journal of applied econometrics
3
(
1988
)
3
,
pp. 187-202
Persistent link: https://www.econbiz.de/10001053503
Saved in:
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