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Does the forward premium puzzle disappear over the horizon?
Snaith, Stuart; Coakley, Jerry; Kellard, Neil - In: Journal of banking & finance 37 (2013) 9, pp. 3681-3693
Persistent link: https://www.econbiz.de/10010126302
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Testing for symmetry and proportionality in a European panel
Coakley, Jerry; Snaith, Stuart - In: Applied financial economics 16 (2006) 1/2, pp. 63-71
Persistent link: https://www.econbiz.de/10003291802
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The PPP debate : price matters!
Coakley, Jerry; Kellard, Neil; Snaith, Stuart - In: Economics letters 88 (2005) 2, pp. 209-213
Persistent link: https://www.econbiz.de/10002941544
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Testing for symmetry and proportionality in a European panel
Coakley, Jerry; Snaith, Stuart - In: Applied financial economics 15 (2005) 11, pp. 745-752
Persistent link: https://www.econbiz.de/10003016834
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FX technical trading rules can be profitable sometimes!
Zarrabi, Nima; Snaith, Stuart; Coakley, Jerry - In: International review of financial analysis 49 (2017), pp. 113-127
Persistent link: https://www.econbiz.de/10011741268
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The PPP debate: Price matters!
Coakley, Jerry; Kellard, Neil; Snaith, Stuart - In: Economics letters 88 (2005) 2, pp. 209-213
Persistent link: https://www.econbiz.de/10006751929
Cover Image
Testing for symmetry and proportionality in a European panel
Coakley, Jerry; Snaith, Stuart - In: Applied financial economics 15 (2005) 11, pp. 745-752
Persistent link: https://www.econbiz.de/10007640926
Cover Image
Does the forward premium puzzle disappear over the horizon?
Snaith, Stuart; Coakley, Jerry; Kellard, Neil - In: Journal of banking & finance 37 (2013) 9, pp. 3681-3693
Persistent link: https://www.econbiz.de/10010148749
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Exchange rate forecasting using economic models and technical trading rules
Zarrabi, Nima; Snaith, Stuart; Coakley, Jerry - In: The European journal of finance 28 (2022) 10, pp. 997-1018
Persistent link: https://www.econbiz.de/10013373357
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The Forward Premium Anomaly at Long Horizons
Snaith, Stuart; Kellard, Neil; Coakley, Jerry - Society for Computational Economics - SCE - 2006
We examine the forward premium anomaly at horizons of 1 month to 10 years. To overcome the data overlap problem, the estimation procedure used is a heteroscedastic and autocorrelation consistent bootstrap estimation procedure. Our point estimates and bootstrap p-values show that the anomaly...
Persistent link: https://www.econbiz.de/10005706187