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Do financial crises inhibit market efficiency? : An empirical study with world equity benchmark shares
Simpson, Marc W. - In: Journal of emerging markets 7 (2002) 2, pp. 5-13
Persistent link: https://www.econbiz.de/10001743307
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An examination of the impact of macroeconomic news on the spot and futures treasuries markets
Simpson, Marc W.; Ramchander, Sanjay - In: The journal of futures markets 24 (2004) 5, pp. 453-478
Persistent link: https://www.econbiz.de/10002012490
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Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?
Simpson, Marc W.; Grossmann, Axel - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 375-392
Persistent link: https://www.econbiz.de/10009508870
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Investigating the PPP hypothesis using constructed US dollar equilibrium exchange rate misalignments over the post-Bretton Woods period
Grossmann, Axel; Simpson, Marc W.; Ozuna, Teofilo - In: Journal of economics and finance 38 (2014) 2, pp. 235-268
Persistent link: https://www.econbiz.de/10010490982
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An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
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Forward premium anomaly of the British pound and the euro
Grossmann, Axel; Lee, Allissa A.; Simpson, Marc W. - In: International review of financial analysis 34 (2014), pp. 140-156
Persistent link: https://www.econbiz.de/10010528461
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Bid-ask spreads, deviations from PPP and the forward prediction error : the case of the British pound and the euro
Grossmann, Axel; Simpson, Marc W. - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 124-139
Persistent link: https://www.econbiz.de/10011334657
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An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals
Grossmann, Axel; Paul, Chris W.; Simpson, Marc W. - In: Applied economics 49 (2017) 31/33, pp. 3280-3312
Persistent link: https://www.econbiz.de/10011774750
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The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities
Grossmann, Axel; Paul, Chris W.; Simpson, Marc W. - In: Journal of international money and finance 77 (2017), pp. 57-76
Persistent link: https://www.econbiz.de/10011788092
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Financial liberalization and stock market efficiency : an empirical examination of nine emerging market countries
Kawakatsu, Hiroyuki; Morey, Matthew R. - In: Journal of multinational financial management 9 (1999) 3/4, pp. 353-371
Persistent link: https://www.econbiz.de/10001506204