Author:
Horobet Alexandra,Dumitrescu Sorin,Dumitrescu Dan Gabriel
Reference31 articles.
1. Bakshi, G., Naka, A. (1997) On the Unbiasedness of Forward Exchange Rates, Financial Review, 32: 145–62.
2. Bekaert, G. (1995) The Time-Variation of Expected Returns and Volatility in Foreign Exchange Markets, Journal of Business and Economic Statistics, 12: 115–38.
3. Bekaert, G., Hodrick, B. (1993) On Biases in the Measurement of Foreign Exchange Risk Premiums, Journal of International Money and Finance, 12: 115–38.
4. Bollen, N. P. B., Gray, S. F., Whaley, R. E. (2000) Regime Switching in Foreign Exchange Risk Premiums, Journal of Econometrics, 94: 29–276.
5. Cairns, J., Ho, C., McCauley, R. (2007) Exchange Rates and Global Volatility: Implications for Asia-Pacific Currencies, BIS Quarterly Review, March 2007, 41–52.
Cited by
1 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