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Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard; Kim, Kun Ho - In: Journal of empirical finance 34 (2015), pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
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A new test for market efficiency and uncovered interest parity
Baillie, Richard; Diebold, Francis X.; Kapetanios, George; … - In: Journal of international money and finance 130 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
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Some "news" on covered interest arbitrage
Taylor, Mark P.; Fraser, Patricia - 1990
Persistent link: https://www.econbiz.de/10000130978
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A reconsideration of the uncovered interest parity relationship
McCallum, Bennett T. - 1992
Persistent link: https://www.econbiz.de/10000136714
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The forward market in foreign exchange : a study in market-making, arbitrage and speculation
Brown, Brendan - 1983
Persistent link: https://www.econbiz.de/10000091568
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Nonlinear dynamics and covered interest rate parity
Balke, Nathan S.; Wohar, Mark E. - 1997
Persistent link: https://www.econbiz.de/10000961490
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One-way arbitrage with transaction costs : an evidence from the Hong Kong foreign exchange market
Chan, Daniel P.; Cheung, Kui-yin - 1993
Persistent link: https://www.econbiz.de/10000857341
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Forward market efficiency and foreign exchange rate determination
Lin, Jigeng - 1994
Persistent link: https://www.econbiz.de/10000916156
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Endogenous exchange rate
Vignola, Luigi - 1998
Persistent link: https://www.econbiz.de/10000679548