Unbiasedness and risk premiums in the Indian currency futures market

Author:

Kumar Satish,Trück Stefan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference63 articles.

1. The distribution of realized exchange rate volatility;Anderson;Journal of the American Statistical Association,2001

2. Interpreting the forward premium anomaly;Backus;Canadian Journal of Economics,1995

3. Currency crisis and the forward discount bias: evidence from emerging economies under breaks;Bai;Journal of International Financial Markets, Institutions and Money,2010

4. Possible solutions to the forward bias paradox;Baillie;Journal of International Financial Markets, Institutions and Money,2011

5. A multivariate generalized ARCH approach to modelling risk premia in forward foreign exchange markets;Baillie;Journal of International Money and Finance,1990

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