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Economics letters
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1
Market efficiency in foreign exchange market
Lee, Namhoon
;
Choi, Wonseok
;
Pae, Yuntaek
- In:
Economics letters
205
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013202912
Saved in:
2
Bitcoin Futures : what use are they?
Corbet, Shaen
;
Lucey, Brian M.
;
Peat, Maurice
;
Vigne, Samuel
- In:
Economics letters
172
(
2018
),
pp. 23-27
Persistent link: https://www.econbiz.de/10012021934
Saved in:
3
The forward premium puzzle in the interwar period and deviations from covered interest parity
Payá, Ivan
;
Peel, David
;
Spiru, Alina
- In:
Economics letters
108
(
2010
)
1
,
pp. 55-57
Persistent link: https://www.econbiz.de/10008662258
Saved in:
4
The forward premium puzzle in a model of imperfect information
Albuquerque, Rui
- In:
Economics letters
99
(
2008
)
3
,
pp. 461-464
Persistent link: https://www.econbiz.de/10003726199
Saved in:
5
Does the prediction horizon matter for the forward premium anomaly? : evidence from panel data
Yang, Kun
;
Shintani, Mototsugu
- In:
Economics letters
93
(
2006
)
2
,
pp. 255-260
Persistent link: https://www.econbiz.de/10003391930
Saved in:
6
The impossibility of meaningful efficient market parameters in testing for the spot-forward relationship in foreign exchange markets
Wang, Peijie
;
Jones, Trefor T.
- In:
Economics letters
81
(
2003
)
1
,
pp. 81-87
Persistent link: https://www.econbiz.de/10001796446
Saved in:
7
The forward premium anomaly and the trend behavior of the exchange rates
Zhou, Su
- In:
Economics letters
76
(
2002
)
2
,
pp. 273-279
Persistent link: https://www.econbiz.de/10001690464
Saved in:
8
Empirical evidence of the spot and the forward exchange rates in Canada
Gil-Alaña, Luis A.
- In:
Economics letters
77
(
2002
)
3
,
pp. 405-409
Persistent link: https://www.econbiz.de/10001711522
Saved in:
9
Scaling relationships of Gaussian processes
Batten, Jonathan A.
;
Ellis, Craig
- In:
Economics letters
72
(
2001
)
3
,
pp. 291-296
Persistent link: https://www.econbiz.de/10001602342
Saved in:
10
An explanation for the compass rose pattern
Gleason, Kimberly
;
Lee, Chun I.
;
Mathur, Iqbal
- In:
Economics letters
68
(
2000
)
2
,
pp. 127-133
Persistent link: https://www.econbiz.de/10001485046
Saved in:
11
The preferred hedge instrument
Battermann, Harald L.
(
contributor
)
- In:
Economics letters
66
(
2000
)
1
,
pp. 85-91
Persistent link: https://www.econbiz.de/10001435939
Saved in:
12
The forward bias : is it a money tree?
Phillips, Kerk Layne
- In:
Economics letters
61
(
1998
)
3
,
pp. 373-379
Persistent link: https://www.econbiz.de/10001252249
Saved in:
13
Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru
- In:
Economics letters
50
(
1996
)
3
,
pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
Saved in:
14
A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency : Baillie and Bollerslev revisited
Moore, Michael J.
- In:
Economics letters
47
(
1995
)
2
,
pp. 131-135
Persistent link: https://www.econbiz.de/10001178969
Saved in:
15
The forward exchange rate premium : the case of Hong Kong
Tang, De-piao
- In:
Economics letters
44
(
1994
)
1
,
pp. 169-174
Persistent link: https://www.econbiz.de/10001164000
Saved in:
16
US and Japanese bilateral merchandise balance of trade announcements and Japanese yen currency futures market returns : December 1976 to February 1991
Pruitt, Stephen W.
- In:
Economics letters
39
(
1992
)
4
,
pp. 455-460
Persistent link: https://www.econbiz.de/10001133134
Saved in:
17
Further tests on the forward exchange rate unbiasedness hypothesis
Sosvilla-Rivero, Simón
- In:
Economics letters
40
(
1992
)
3
,
pp. 325-331
Persistent link: https://www.econbiz.de/10001140203
Saved in:
18
Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period
Byers, J. David
- In:
Economics letters
35
(
1991
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001102340
Saved in:
19
The discretely time-varying risk premium on the AUD
Buchanan, Michael
- In:
Economics letters
32
(
1990
)
3
,
pp. 261-265
Persistent link: https://www.econbiz.de/10001088834
Saved in:
20
Empirical evidence on the properties of exchange rate forecasts and the risk premium
Peel, David
- In:
Economics letters
31
(
1989
)
4
,
pp. 387-391
Persistent link: https://www.econbiz.de/10001080231
Saved in:
21
Does conditional covariance or conditional variance explain time varying risk premia in foreign exchange returns?
Lee, Tom Kwan-yau
- In:
Economics letters
4
(
1988
),
pp. 371-373
Persistent link: https://www.econbiz.de/10001051463
Saved in:
22
Rational expectations in second moments, the J-curve, and the Harrod effect
Vannini, Marco
- In:
Economics letters
1
(
1988
),
pp. 69-73
Persistent link: https://www.econbiz.de/10001051494
Saved in:
23
Tests of expected real profits in the forward foreign exchange market
Liu, Christina Y.
- In:
Economics letters
21
(
1986
)
1
,
pp. 57-60
Persistent link: https://www.econbiz.de/10001014754
Saved in:
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