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Time variation in term premia : international evidence
Jongen, Ron; Verschoor, Willem F. C.; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754760
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Time-variation in term premia : international survey-based evidence
Jongen, Ron; Verschoor, Willem F. C.; Wolff, Christiaan … - In: Journal of international money and finance 30 (2011) 4, pp. 605-622
Persistent link: https://www.econbiz.de/10009268802
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Interest Expectations and Exchange Rates News
Cavaglia, Stefano; Koedijk, Kees C. G.; Verschoor, … - 1999
Using a new survey data set of matched exchange rate and interest rate expectations for eight currencies relative to the German mark, we examine empirically the relationship between exchange rate returns, "news" and risk premia. "News" on interest differentials enters significantly in equations...
Persistent link: https://www.econbiz.de/10014206493
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Further evidence on exchange rate expectations
Cavaglia, Stefano M. - In: Journal of international money and finance 12 (1993) 1, pp. 78-98
Persistent link: https://www.econbiz.de/10001139081
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Asian exchange rate expectations
Cavaglia, Stefano M. - In: Journal of the Japanese and international economies : … 7 (1993) 1, pp. 57-77
Persistent link: https://www.econbiz.de/10001142834
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Asian interest expectations and exchange rate dynamics
Koedijk, Kees - In: Pacific-Basin finance journal 2 (1994) 4, pp. 439-452
Persistent link: https://www.econbiz.de/10001178924
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On the biasedness of forward foreign exchange rates : irrationality or risk premia?
Cavaglia, Stefano M. - In: The journal of business : B 67 (1994) 3, pp. 321-343
Persistent link: https://www.econbiz.de/10001167696
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Heterogeneous beliefs and asset price dynamics : a survey of recent evidence
Ellen, Saskia ter; Verschoor, Willem F. C. - In: Uncertainty, expectations and asset price dynamics : …, (pp. 53-79). 2018
Persistent link: https://www.econbiz.de/10012014991
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Heterogeneous beliefs and asset price dynamics : a survey of recent evidence
Ellen, Saskia ter; Verschoor, Willem F. C. - 2017
Persistent link: https://www.econbiz.de/10011753676
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Exchange risk premia, expectations formation and "news" in the Mexican peso- US dollar forward exchange rate market
Verschoor, Willem F. C.; Wolff, Christiaan Cornelis Petrus - In: International review of financial analysis 10 (2001) 2, pp. 157-174
Persistent link: https://www.econbiz.de/10001603135