Further evidence on exchange rate expectations-Reference-Cited by-同舟云学术

Further evidence on exchange rate expectations

Published:1993-02 Issue:1 Volume:12 Page:78-98
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Cavaglia Stefano,Verschoor Willem F.C.,Wolff Christian C.P.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Charts, Noise, and Fundamentals in the London Foreign Exchange Market;Allen;The Economic Journal,1990

2. Exchange Rates, Interest Rates, Capital Controls and the European Monetary System: Assessing the Track Record;Artis,1988

3. Permanent and Transitory Components in the Time Series of Real Exchange Rates;Cavaglia;Journal of International Financial Markets, Institutions and Money,1991

4. On the Biasedness of Forward Foreign Exchange Rates: Irrationalit or Risk Premia?;Cavaglia,1991

5. International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence;Cumby,1984

Cited by 89 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. Currency denomination and borrowing cost: Evidence from global bonds;Journal of Multinational Financial Management;2022-12

2. Currency returns and downside risk: Debt, volatility, and the gap from benchmark values;Journal of Macroeconomics;2021-06

3. Does risk premium help uncover the uncovered interest parity failure?;Journal of International Financial Markets, Institutions and Money;2019-11

4. New Evidence on the Portfolio Balance Approach to Currency Returns;SSRN Electronic Journal;2019

5. Currency risk premia: Perceptions of downside risk and deviations from benchmark values;International Journal of Finance & Economics;2018-08-10