Resolving the unbiasedness and forward premium puzzles
Author:
Affiliation:
1. DL Thornton Economics LLC
Publisher
Wiley
Subject
Economics and Econometrics,Sociology and Political Science
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjpe.12173/fullpdf
Reference41 articles.
1. Akram , Q. F. Rime , D. Sarno , L. 2006 Arbitrage in the foreign exchange market: turning on the microscope
2. A scapegoat model of exchange rate fluctuations;Bacchetta;American Economic Review,2004
3. Can information heterogeneity explain the exchange rate determination puzzle?;Bacchetta;American Economic Review,2006
4. Do asymmetric and nonlinear adjustments explain the forward premium anomaly?;Baillie;Journal of International Money and Finance,2006
5. An exploration of the forward premium puzzle in currency markets;Bansal;Review of Financial Studies,1997
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1. Does the Interest Parity Puzzle Hold for Central and Eastern European Economies?;Open Economies Review;2023-10-27
2. Do forward premium rates predict the spot rates? Comparison of developed and emerging economies;International Journal of Finance & Economics;2021-01-27
3. An empirical assessment of recent challenges in today's financial markets;Scottish Journal of Political Economy;2019-01-03
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