Narrow search
Showing 1 - 10 of 23
Cover Image
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard; Cho, Dooyeon - In: Journal of empirical finance 29 (2014), pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Cover Image
On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon - In: Economic modelling 70 (2018), pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
Cover Image
Can structural changes in the persistence of the forward premium explain the forward premium anomaly?
Cho, Dooyeon; Chun, Sungju - In: Journal of international financial markets, … 58 (2019), pp. 225-235
Persistent link: https://www.econbiz.de/10012127851
Cover Image
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon - In: Journal of empirical finance 34 (2015), pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Cover Image
Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon; Chun, Sungju - In: Applied economics 49 (2017) 18, pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429
Cover Image
Asymptotic tests on moving average representation coeficients with an application to innovations on spot and forward exchange rates
Baillie, Richard T. - In: Economics letters 13 (1983) 2/3, pp. 201-206
Persistent link: https://www.econbiz.de/10001855574
Cover Image
Possible solutions to the forward bias paradox
Baillie, Richard - In: Journal of international financial markets, … 21 (2011) 4, pp. 617-622
Persistent link: https://www.econbiz.de/10009309041
Cover Image
Central bank intervention and risk in the forward premium
Baillie, Richard; Osterberg, William P. - 1996
Persistent link: https://www.econbiz.de/10000941570
Cover Image
Contrastación de la hipótesis de las expectativas eficientes no sesgadas en el mercado a futuros de divisas y cuantificación de los efectos de la nueva información
Baillie, Richard - In: Información comercial española : ICE : revista de … 639 (1986), pp. 91-100
Persistent link: https://www.econbiz.de/10001267582
Cover Image
Central bank intervention and overnight uncovered interest rate parity
Baillie, Richard T.; Osterberg, William P. - 1998
Persistent link: https://www.econbiz.de/10001363981