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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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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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US monetary policy surprises and currency futures markets : a new look
Wang, Tao; Yang, Jian; Simpson, Marc W. - In: The financial review : the official publication of the … 43 (2008) 4, pp. 509-541
Persistent link: https://www.econbiz.de/10003773691