Less of a puzzle: a new look at the forward forex market-Reference-Cited by-同舟云学术

Less of a puzzle: a new look at the forward forex market

Published:2002-12 Issue:2 Volume:58 Page:387-411
ISSN:0022-1996
Container-title:Journal of International Economics
language:en
Short-container-title:Journal of International Economics

Author:

Moore Michael J.,Roche Maurice J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference22 articles.

1. Asset prices under habit formation and catching up with the Joneses;Abel;American Economic Review, Papers and Proceedings,1990

2. Alvarez, F., Atkeson, A., Kehoe, P., 1999. Volatile exchange rates and the forward premium anomaly: a segmented asset market view. Mimeo, Federal Reserve Bank of Minneapolis.

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

4. Affine term structure models and the forward premium anomaly;Backus;Journal of Finance,2001

5. Accounting for forward rates in markets for foreign currency;Backus;Journal of Finance,1993

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