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Resolving the unbiasedness puzzle in the foreign exchange market
Thornton, Daniel L. - 2009
Persistent link: https://www.econbiz.de/10003799104
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The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J. (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740122
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Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael (contributor);  … - 2003 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
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Forward markets & fair games : an empirical analysis of the Norwegian market for foreign exchange, Jan. 1977-June 1980
Gjølberg, Ole; Sagstad, Kjell - 1981
Persistent link: https://www.econbiz.de/10003471671
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Resolving the unbiasedness and forward premium puzzles
Thornton, Daniel L. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003740607
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Semi-floating exchange rates
Jørgensen, Bjørn N.; Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896213
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Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
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The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
Lahaye, Jérôme; Neely, Christopher J. - 2014
Persistent link: https://www.econbiz.de/10010423538
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Risk-premia, carry-trade dynamics, and speculative efficiency of currency markets
Wagner, Christian - 2008
Persistent link: https://www.econbiz.de/10003746950
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Looking at the other side of carry trades : are there any safe haven currencies?
Coudert, Virginie; Guillaumin, Cyriac; Raymond, Hélène - 2014
Persistent link: https://www.econbiz.de/10010383329