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There are 14695 results for: content related to: A new look at the forward premium “puzzle”

  1. THE INFORMATIONAL CONTENT OF FORWARD RATES: FURTHER EVIDENCE

    Journal of Financial Research

    Volume 12, Issue 1, Spring 1989, Pages: 69–81, Daniel T. Walz and Roger W. Spencer

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1989.tb00102.x

  2. EMPIRICAL ANALYSIS ON THE PREDICTORS OF FUTURE SPOT RATES

    Journal of Financial Research

    Volume 9, Issue 2, Summer 1986, Pages: 153–162, Thomas C. Chiang

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1986.tb00444.x

  3. The dynamics of long forward rate term structures

    Journal of Futures Markets

    Volume 30, Issue 10, October 2010, Pages: 957–982, Xingguo Luo and Jin E. Zhang

    Version of Record online : 20 JAN 2010, DOI: 10.1002/fut.20447

  4. A VARIANCE DECOMPOSITION ANALYSIS OF THE INFORMATION IN THE TERM STRUCTURE

    Journal of Financial Research

    Volume 20, Issue 1, Spring 1997, Pages: 71–91, Louis H. Ederington and Jeremy C. Goh

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1997.tb00237.x

  5. The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests

    Financial Review

    Volume 44, Issue 4, November 2009, Pages: 625–645, Raj Aggarwal, Brian M. Lucey and Sunil K. Mohanty

    Version of Record online : 12 OCT 2009, DOI: 10.1111/j.1540-6288.2009.00233.x

  6. On the informational role of treasury bill futures

    Journal of Futures Markets

    Volume 6, Issue 4, Winter 1986, Pages: 629–643, Shantaram P. Hegde and Bill McDonald

    Version of Record online : 25 AUG 2006, DOI: 10.1002/fut.3990060409

  7. Information in the U.S. Treasury Term Structure of Interest Rates

    Financial Review

    Volume 47, Issue 2, May 2012, Pages: 247–272, Robert Brooks, Brandon N. Cline and Walter Enders

    Version of Record online : 9 APR 2012, DOI: 10.1111/j.1540-6288.2012.00328.x

  8. Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi

    Journal of Futures Markets

    Volume 36, Issue 7, July 2016, Pages: 695–718, Jiadong Tong, Zijun Wang and Jian Yang

    Version of Record online : 18 SEP 2015, DOI: 10.1002/fut.21753

  9. Nominal Interest Rates and Loan Volume with Heterogeneous Beliefs

    Financial Markets, Institutions & Instruments

    Volume 6, Issue 3, August 1997, Pages: 1–58, Richard Roll

    Version of Record online : 26 DEC 2001, DOI: 10.1111/1468-0416.00011

  10. Yield Curve Analysis: Spot Rates and Forward Rates

    Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition

    Frank J. Fabozzi, Steven V. Mann, Pages: 33–61, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266649.ch2

  11. Foreign exchange Markets and the Australian Dollar

    Australian Economic Review

    Volume 23, Issue 3, September 1990, Pages: 44–50, G. C. Lim

    Version of Record online : 21 JAN 2008, DOI: 10.1111/j.1467-8462.1990.tb00361.x

  12. The Term Structure of Interest Rates

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 105–145, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch4

  13. ON THE PREDICTORS OF THE FUTURE SPOT RATES—A MULTI-CURRENCY ANALYSIS

    Financial Review

    Volume 21, Issue 1, February 1986, Pages: 69–84, Thomas C. Chiang

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1986.tb01107.x

  14. Profit Possibilities in Currency Markets: Arbitrage, Hedging, and Speculation

    Financial Review

    Volume 38, Issue 3, August 2003, Pages: 473–496, Dilip K. Ghosh and 1 Augustine C. Arize 2

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6288.00056

  15. FOREIGN EXCHANGE HEDGING AND THE CAPITAL ASSET PRICING MODEL

    The Journal of Finance

    Volume 33, Issue 3, June 1978, Pages: 1011–1018, Michael Adler, Alexander A. Robichek and Mark R. Eaker

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02040.x

  16. An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 269–305, Wolfgang Bühler, Marliese Uhrig-Homburg, Ulrich Walter and Thomas Weber

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00104

  17. FX Dynamics, Limited Participation, and the Forward Bias Anomaly

    Financial Review

    Volume 40, Issue 1, February 2005, Pages: 67–93, O. Miguel Villanueva

    Version of Record online : 10 JAN 2005, DOI: 10.1111/j.0732-8516.2005.00093.x

  18. Robust tests of forward exchange market efficiency with empirical evidence from the 1920s

    Journal of Applied Econometrics

    Volume 11, Issue 1, January 1996, Pages: 1–22, Peter C. B. Phillips, James W. McFarland and Patrick C. McMahon

    Version of Record online : 4 DEC 1998, DOI: 10.1002/(SICI)1099-1255(199601)11:1<1::AID-JAE367>3.0.CO;2-Q

  19. Forward Rates, Interest Rates, and Expectations Under Alternative Exchange Rate Regimes

    Economic Record

    Volume 61, Issue 3, September 1985, Pages: 654–666, PETER B. KENEN

    Version of Record online : 22 OCT 2007, DOI: 10.1111/j.1475-4932.1985.tb02020.x

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    Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly

    Journal of Applied Econometrics

    Volume 16, Issue 6, November/December 2001, Pages: 671–708, Professor Alex Maynard and Peter C. B. Phillips

    Version of Record online : 13 DEC 2001, DOI: 10.1002/jae.624