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Segmented money markets and covered interest parity arbitrage

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - 2017 - This version: 25th June 2017

Persistent link: https://www.econbiz.de/10011758354

Segmented money markets and covered interest parity arbitrage

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - 2017

Persistent link: https://www.econbiz.de/10011721909

Covered interest parity arbitrage

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - In: The review of financial studies 35 (2022) 11, pp. 5185-5227

Persistent link: https://www.econbiz.de/10013400160

Exchange rate economics

MacDonald, Ronald (contributor); Taylor, Mark P. (contributor) - 1992

Persistent link: https://www.econbiz.de/10000874975

Exchange rate economics ; 1

MacDonald, Ronald (ed.); Taylor, Mark P. (ed.) - 1992

Persistent link: https://www.econbiz.de/10000874976

Exchange rate economics ; 2

MacDonald, Ronald (ed.); Taylor, Mark P. (ed.) - 1992

Persistent link: https://www.econbiz.de/10000874977

Some tests of market microstructure hypotheses in the foreign exchange market

Chionēs, Dionysios - In: Journal of multinational financial management 7 (1997) 3, pp. 203-229

Persistent link: https://www.econbiz.de/10001237588

Carry funding and safe haven currencies : a threshold regression approach

Hossfeld, Oliver; MacDonald, Ronald - In: Journal of international money and finance 59 (2015), pp. 185-202

Persistent link: https://www.econbiz.de/10011478323

Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19

Persistent link: https://www.econbiz.de/10011475902

Carry trades, order flow and the forward bias puzzle

Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2015

We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....

Persistent link: https://www.econbiz.de/10011396784