Similar Search Results - EconBiz

An equilibrium model of spot and forward exchange rates

Hakkio, Craig S.; Sibert, Anne - Federal Reserve Bank of Kansas City - 1990

Persistent link: https://www.econbiz.de/10005515039

Why is the forward exchange rate forecast biased? A survey of recent evidence

Engel, Charles - Federal Reserve Bank of Kansas City - 1995

Forward exchange rate unbiasedness is rejected in tests from the current floating exchange rate era. This paper surveys advances in this area since the publication of Hodrick's (1987) survey. It documents that the change in the future exchange rate is generally negatively related to the forward...

Persistent link: https://www.econbiz.de/10005515074

Price discovery in the foreign currency futures and spot market

Rosenberg, Joshua V.; Traub, Leah G. - Federal Reserve Bank of New York - 2006

currency futures prices is much greater than one would expect based on relative market size. …

Persistent link: https://www.econbiz.de/10005420651

Exchange rate dynamics and speculator behavior

Osler, Carol L. - Federal Reserve Bank of New York - 1992

Persistent link: https://www.econbiz.de/10005387365

Market efficiency and cointegration

Hakkio, Craig S.; Rush, Mark - Federal Reserve Bank of Kansas City - 1987

Persistent link: https://www.econbiz.de/10005410733

Risk aversion, efficient markets and the forward exchange rate

Koedijk, Kees G.; Ott, Mack - In: Review (1987) Dec, pp. 5-13

Persistent link: https://www.econbiz.de/10005414913

Misspecification bias in tests of the forward foreign exchange rate unbiasedness hypothesis

Boucher, Janice L. - Federal Reserve Bank of Atlanta - 1991

Persistent link: https://www.econbiz.de/10005721729

Efficiency and the flexible exchange rate system

Boyer, Russell S. - In: Economic Review (1987) Sum, pp. 17-34

Persistent link: https://www.econbiz.de/10005361079

Conditioning carry trades : less risk, more return

Mulder, Arjen; Tims, Ben - In: Journal of international money and finance 85 (2018), pp. 1-19

Persistent link: https://www.econbiz.de/10012000369

Dynamics of foreign exchange implied volatility and implied correlation surfaces

Beer, Simone; Fink, Holger Maria - In: Quantitative finance 19 (2019) 8, pp. 1293-1320

Persistent link: https://www.econbiz.de/10012194789

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