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Cointregration and the unbiased efficiency of the forward exchange rate

Cifarelli, Giulio - 1990

Persistent link: https://www.econbiz.de/10000821415

Fundamentals, regime shifts and dollar behaviour in the 1980s : an empirical analysis

Cifarelli, Giulio - 1992

Persistent link: https://www.econbiz.de/10000858964

Sui determinanti degli errori di previsione a termine sul mercato dei cambi

Cifarelli, Giulio - In: Giornale degli economisti e annali di economia 49 (1992) 11, pp. 557-572

Persistent link: https://www.econbiz.de/10001132735

Ex ante real interest rate differentials, ex ante real exchange rate changes and the pricing of forward exchange rates

Cifarelli, Giulio - In: Giornale degli economisti e annali di economia 54 (1995) 1, pp. 57-77

Persistent link: https://www.econbiz.de/10001192869

Sistematic forward forecast errors, ex ante real interest rate differentials and ex ante real exchange rate changes : an empirical analysis

Cifarelli, Giulio - 1993

Persistent link: https://www.econbiz.de/10000888394

Fundamentals, regime shifts, and dollar behavior in the 1980s

Cifarelli, Giulio - In: Open economies review 6 (1995) 1, pp. 29-48

Persistent link: https://www.econbiz.de/10001174817

On the relevance of the purchasing power hypothesis as a determinant of exchange rate equilibrium in the post WWI French Franc floating exchange rate period

Cifarelli, Giulio; Paesani, Paolo - 2024

Persistent link: https://www.econbiz.de/10015196691

Exchange rate regimes and reserve policy : the Italian Lira, 1883–1911

Cesarano, Filippo; Cifarelli, Giulio; Toniolo, Gianni - In: Open economies review 23 (2012) 2, pp. 253-275

Persistent link: https://www.econbiz.de/10009633893

Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators : Evidence from High-frequency Data

Bargigli, Leonardo - 2020

We assume that the variations of the exchange rate depend on the current net demand of the base currency as a consequence of market making, and that the current net demand of the base currency depends on current and past variations of the exchange rate as a consequence of how future price...

Persistent link: https://www.econbiz.de/10012837857

Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data

Bargigli, Leonardo; Cifarelli, Giulio - 2020

Persistent link: https://www.econbiz.de/10012211762