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There are 7668 results for: content related to: Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach

  1. International Portfolio Choice and Corporation Finance: A Synthesis

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 925–984, MICHAEL ADLER and BERNARD DUMAS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02511.x

  2. Expectations of Exchange Rates and Differential Inflation Rates: Further Evidence on Purchasing Power Parity in Efficient Markets

    The Journal of Finance

    Volume 42, Issue 1, March 1987, Pages: 69–79, ROGER D. HUANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02550.x

  3. An Analysis of Intertemporal Pricing for Forward Foreign Exchange Contracts

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 183–194, ROGER D. HUANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02411.x

  4. MODELLING RISK IN THE INTERWAR FOREIGN EXCHANGE MARKET

    Scottish Journal of Political Economy

    Volume 37, Issue 3, August 1990, Pages: 241–258, PATRICIA FRASER and MARK P. TAYLOR

    Article first published online : 9 OCT 2007, DOI: 10.1111/j.1467-9485.1990.tb00585.x

  5. The Behavior of Eurocurrency Returns Across Different Holding Periods and Monetary Regimes

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1211–1236, KAREN K. LEWIS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02433.x

  6. On Unit Roots and the Empirical Modeling of Exchange Rates

    The Journal of Finance

    Volume 37, Issue 4, September 1982, Pages: 1029–1035, RICHARD A. MEESE and KENNETH J. SINGLETON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03595.x

  7. An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2145–2170, BURTON HOLLIFIELD and RAMAN UPPAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02756.x

  8. The World Price of Foreign Exchange Risk

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 445–479, BERNARD DUMAS and BRUNO SOLNIK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04791.x

  9. Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1345–1357, FREDERIC S. MISHKIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04911.x

  10. International Asset Pricing and Portfolio Diversification with Time-Varying Risk

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1881–1912, GIORGIO DE SANTIS and BRUNO GERARD

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02745.x

  11. Rational Expectations and Risk Premia in Forward Markets: Primary Metals at the London Metals Exchange

    The Journal of Finance

    Volume 37, Issue 5, December 1982, Pages: 1199–1207, DAVID A. HSIEH and NALIN KULATILAKA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03612.x

  12. A DYMIMIC MODEL OF FORWARD FOREIGN EXCHANGE RISK, WITH ESTIMATES FOR THREE MAJOR EXCHANGE RATES

    The Manchester School

    Volume 56, Issue 1, March 1988, Pages: 55–68, MARK P. TAYLOR

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1467-9957.1988.tb01318.x

  13. Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 38, Issue 3, August 2005, Pages: 673–708, Lucio Sarno

    Article first published online : 28 JUL 2005, DOI: 10.1111/j.0008-4085.2005.00298.x

  14. Speculative Efficiency and the Exchange Rate: Some Evidence Since the Float

    Economic Record

    Volume 64, Issue 1, March 1988, Pages: 2–13, WARREN J. TEASE

    Article first published online : 22 OCT 2007, DOI: 10.1111/j.1475-4932.1988.tb02035.x

  15. The time-series properties of the risk premium in the Yen/Dollar exchange market

    Journal of Applied Econometrics

    Volume 6, Issue 2, April/June 1991, Pages: 125–142, Fabio Canova and Takatoshi Ito

    Article first published online : 7 NOV 2006, DOI: 10.1002/jae.3950060203

  16. The Effect of Errors in Variables on Tests for a Risk Premium in Forward Exchange Rates

    The Journal of Finance

    Volume 37, Issue 3, June 1982, Pages: 667–677, RODNEY L. JACOBS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb02216.x

  17. Common Stochastic Trends in a System of Exchange Rates

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 167–181, RICHARD T. BAILLIE and TIM BOLLERSLEV

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02410.x

  18. Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model

    Review of International Economics

    Volume 7, Issue 2, May 1999, Pages: 280–296, Donggyu Sul

    Article first published online : 17 DEC 2002, DOI: 10.1111/1467-9396.00163

  19. Term Premia on Euro Rates

    The Journal of Finance

    Volume 39, Issue 3, July 1984, Pages: 747–755, DENNIS E. LOGUE and RICHARD JAMES SWEENEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03665.x

  20. An Intertemporal International Asset Pricing Model: Theory and Empirical Evidence

    European Financial Management

    Volume 11, Issue 2, March 2005, Pages: 173–194, Jow-ran Chang, Vihang Errunza, Ked Hogan and Mao-wei Hung

    Article first published online : 18 MAR 2005, DOI: 10.1111/j.1354-7798.2005.00281.x