Similar Search Results - EconBiz

Structural change in the forward discount : implications for the forward rate unbiasedness hypothesis

Sakoulis, Georgios; Zivot, Eric; Choi, Kyongwook - In: Journal of empirical finance 17 (2010) 5, pp. 957-966

Persistent link: https://www.econbiz.de/10009267231

Long memory and structural changes in the forward discount : an empirical investigation

Choi, Kyongwook; Zivot, Eric - 2003

Many empirical studies find a negative correlation between the returns on the nominal spot exchange rate and the lagged forward discount. This forward discount anomaly implies that the current forward rate is a biased predictor of the future spot rate. A large number of studies in the existing...

Persistent link: https://www.econbiz.de/10011512994

The impact of monetary regime changes : some exchange rate evidence

Caporale, Tony - In: Journal of economic behavior & organization : JEBO 35 (1998) 1, pp. 85-94

Persistent link: https://www.econbiz.de/10001244066

Knut Wicksell : Real business cycle theorist

Caporale, Tony - In: Scottish journal of political economy : the journal of … 40 (1993) 4, pp. 471-476

Persistent link: https://www.econbiz.de/10001152126

Time varying CAPM betas and banking sector risk

Caporale, Tony - In: Economics letters 115 (2012) 2, pp. 293-295

Persistent link: https://www.econbiz.de/10009619852

Explaining peak inflation rates prior to disinflationary policy adjustments or what got us into this mess?

Caporale, Tony - In: Applied economics 46 (2014) 4/6, pp. 394-399

Persistent link: https://www.econbiz.de/10010359013

Exogenous tax changes and interest rates : testing for Ricardian equivalence using an efficient markets model

Caporale, Tony - In: Applied economics 47 (2015) 58/60, pp. 6390-6394

Persistent link: https://www.econbiz.de/10011411984

Political regime change and the real interest rate

Caporale, Tony; Grier, Kevin - In: Journal of money, credit and banking : JMCB 32 (2000) 3,1, pp. 320-334

Persistent link: https://www.econbiz.de/10001509268

Exchange rate volatility : an empirical investigation

Doroodian, Khosrow; Caporale, Tony - In: The Indian economic journal 46 (1998/1999) 3, pp. 66-75

Persistent link: https://www.econbiz.de/10001381684

Monetary policy shocks and interest rates : further evidence on the liquidity effect

Caporale, Tony; MacKiernan, Barbara - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 135 (1999) 2, pp. 306-316

Persistent link: https://www.econbiz.de/10001388945

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