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Shorting the dollar when global stock markets roar : the equity hedging channel of exchange rate determination
Ben Zeev, Nadav; Nathan, Daniel - 2023
Persistent link: https://www.econbiz.de/10014486893
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Testing the martingale hypothesis in the Deutschmark/US dollar futures and spot markets
MacCurdy, Thomas H.; Morgan, Ieuan G. - 1985
Persistent link: https://www.econbiz.de/10003529091
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The unbiasedness hypothesis in the forward foreign exchange market : a cross-country specification analysis
Gregory, Allan W.; MacCurdy, Thomas H. - 1984
Persistent link: https://www.econbiz.de/10003529444
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Modeling the volatility in the Central Bank reserves
Salman, Ferhan; Altay-Salih, Aslihan - 1999
Persistent link: https://www.econbiz.de/10001399832
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On the time varying risk premium in the yen/dollar exchange market
Canova, Fabio; Ito, Taketoshi - 1987
Persistent link: https://www.econbiz.de/10003508439
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The efficient market hypothesis and forward exchange markets
Meade, Richard - 1991
Persistent link: https://www.econbiz.de/10000920657
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Time-varying risk premia and the efficiency of the New Zealand foreign exchange market
Margaritis, Dimitris; Teo, Phay-hoon - 1991
Persistent link: https://www.econbiz.de/10000914878
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Forecasting volatility and option pricing for exchange rate dynamics : a comparison of models
Kähler, Jürgen - 1993
Persistent link: https://www.econbiz.de/10014378268
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Floating exchange rates, expectations and new information : Is the forward rate really a good predictor?
Bean, Charles R. - 1983
Persistent link: https://www.econbiz.de/10003484662