Similar Search Results - EconBiz

Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes

Hiller, Christoph B. - 1996

Persistent link: https://www.econbiz.de/10000946743

The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - 1993

Persistent link: https://www.econbiz.de/10000874096

The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates : Correcting the Errors

Clarida, Richard H. - 1993

We present theory and evidence that challenges the view that forward premia contain little information regarding subsequent spot rate movements. Using weekly dollar-mark and dollar sterling data, we find that spot and forward exchange rates together are well represented by a vector error...

Persistent link: https://www.econbiz.de/10012474508

The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates : Correcting the Errors

Clarida, Richard - 2010

We present theory and evidence that challenges the view that forward premia contain little information regarding subsequent spot rate movements. Using weekly dollar-mark and dollar sterling data, we find that spot and forward exchange rates together are well represented by a vector error...

Persistent link: https://www.econbiz.de/10012763403

The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H.; Taylor, Mark P. - 1993

Persistent link: https://www.econbiz.de/10013421950

Dynamic expectation formation in the foreign exchange market

Ellen, Saskia ter; Verschoor, Willem F. C.; Zwinkels, … - In: Journal of international money and finance 37 (2013), pp. 75-97

Persistent link: https://www.econbiz.de/10010209159

Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data

Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695

Persistent link: https://www.econbiz.de/10011293469

Some considerations concerning the efficiency of forward exchange rates as predictors of future spot exchange rates

Loef, Hans-Edi - 1980

Persistent link: https://www.econbiz.de/10009522833

Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets : a cross-country comparison

Wang, Kai-Li; Fawson, Christopher; Chen, Mei-Ling; Wu, … - In: Pacific-Basin finance journal 27 (2014), pp. 115-137

Persistent link: https://www.econbiz.de/10010499708

Some considerations concerning the efficiency of forward exchange rates as predictors of future spot exchange rates

Loef, Hans-Edi - 1980

Persistent link: https://www.econbiz.de/10013381682

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