Spot and forward exchange rates as predictors of future spot rates: trends in exchange market value and the contribution of new information
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/BF02771483.pdf
Reference37 articles.
1. Agmon, Tamir, and Yakov Amihud. “The Forward Exchange Rate and the Prediction of the Future Spot Rate,”Journal of Banking and Finance, 5 (September, 1981), 425–37.
2. Bomhoff, Eduard J. and Kees G. Koedijk. “Bilateral Exchange Rates and Risk Premia,”Journal of International Money and Finance, 7 (June, 1988), 205–220.
3. Cavaglia, Stefano M.F.G., Willem F.C. Verschoor, and Christian C.P. Wolff. “On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia?”Journal of Business, 67 (July, 1994), 321–343.
4. Chiang, Thomas C. “Empirical Analysis on the Predictors of Future Spot Rates,”Journal of Financial Research, 9 (Summer, 1986), 153–62.
5. — “The Forward Rate as a Predictor of the Future Spot Rate—A Stochastic Coefficient Approach,”Journal of Money, Credit, and Banking, 20 (May, 1988), 212–32.
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