Yield Curve Predictors of Foreign Exchange Returns-Reference-Cited by-同舟云学术

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Yield Curve Predictors of Foreign Exchange Returns

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ang Andrew,Chen Joseph S.

Publisher

Elsevier BV

Reference62 articles.

1. Common Factors and Local Factrs: Implications for Term Structures and Exchange Rates;D H Ahn;Journal of Financial and Quantitative Analysis,2004

2. Monetary Policy Shifts and the Term Structure

3. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables;A Ang;Journal of Monetary Economics,2003

4. Value and Momentum Everywhere

Cited by 45 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The forward premium anomaly and the currency carry trade hypothesis;The Quarterly Review of Economics and Finance;2024-06

2. A Quantity-Driven Theory of Term Premia and Exchange Rates;The Quarterly Journal of Economics;2023-05-27

3. Regime-dependent drivers of the EUR/CHF exchange rate;Swiss Journal of Economics and Statistics;2023-02-14

4. Risk and return in the foreign exchange market: Measurement without VARs;International Finance;2022-09-16

5. Can interest rate factors explain exchange rate fluctuations?;Journal of Empirical Finance;2021-03

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