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Selectively hedging the US dollar with foreign exchange futures contracts
Simpson, Marc W. - In: Journal of international financial markets, … 14 (2004) 1, pp. 75-86
Persistent link: https://www.econbiz.de/10001868788
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Predictability of the U.S. dollar index using a U.S. export and import price index-based relative PPP model
Grossmann, Axel; Simpson, Marc W. - In: Journal of economics and finance 35 (2011) 4, pp. 417-433
Persistent link: https://www.econbiz.de/10009383663
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Forecasting the Yen/US Dollar exchange rate : empirical evidence from a capital enhanced relative PPP-based model
Grossmann, Axel; Simpson, Marc W. - In: Journal of Asian economics 21 (2010) 5, pp. 476-484
Persistent link: https://www.econbiz.de/10009244537
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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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The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
Grossmann, Axel; Paul, Chris W.; Simpson, Marc W. - In: Applied financial economics 24 (2014) 13/15, pp. 1017-1030
Persistent link: https://www.econbiz.de/10010415312
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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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The impact of deviation from relative purchasing power parity equilibrium on US foreign direct investment
Grossmann, Axel; Simpson, Marc W.; Brown, Cynthia Jane - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 521-550
Persistent link: https://www.econbiz.de/10003852495
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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