Similar Search Results - EconBiz

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

Market efficiency in Indian exchange rates : adaptive market hypothesis

Kumar, Dilip - In: Theoretical economics letters 8 (2018) 9, pp. 1582-1598

Persistent link: https://www.econbiz.de/10011888649

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

Do foreign exchange return regressions convey useful information on return predictability?

Moon, Seongman; Velasco, Carlos - In: Revista de economía aplicada : REA 25 (2017) 73, pp. 5-19

Persistent link: https://www.econbiz.de/10012261655

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

Multiple testing of the forward rate unbiasedness hypothesis across currencies

Fu, Hsuan; Luger, Richard - In: Journal of empirical finance 68 (2022), pp. 232-245

Persistent link: https://www.econbiz.de/10013464493

Parallel currency markets and the monetary exchange rate model: a VECM application to Turkey over 1987-1998

Warshaw, Evan - In: Eastern European economics 54 (2016) 6, pp. 473-488

Persistent link: https://www.econbiz.de/10011665423

Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach

Ron, Jongen; Verschoor, Willem F. C.; Wolff, Christiaan … - In: Journal of economic dynamics & control 36 (2012) 5, pp. 719-735

Persistent link: https://www.econbiz.de/10009554305

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

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