Short-Run Exchange-Rate Dynamics: Theory and Evidence

Author:

Carlson John A.,Dahl Christian,Osler Carol L.

Publisher

Elsevier BV

Reference100 articles.

1. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange;Torben G Anderson;American Economic Review,2003

2. The forward Premium Anomaly is Not as Bad as You Think;R T Baillie;Journal of International Money and Finance,2000

3. The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective;Gaert Bekaert;Review of Financial Studies,1996

4. Les strategies 'stop-loss': Theorie et application au contrat notionnel du matif;Bernard Bensaid;Annales d'Economie et de Statistique,2000

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1. The Portfolio Theory of Exchange Rates-Then and Now;Review of International Economics;2015-01-16

2. Portfolio reallocation and exchange rate dynamics;Journal of Banking & Finance;2013-08

3. Can cross-country portfolio rebalancing give rise to forward bias in FX markets?;Journal of International Money and Finance;2013-02

4. When Does Uncovered Interest Parity Hold?;SSRN Electronic Journal;2011

5. Investor Overconfidence and the Forward Premium Puzzle;SSRN Electronic Journal;2010

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