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The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly. (2005). Boudoukh, Jacob ; Whitelaw, Robert ; Richardson, Matthew.
In: NBER Working Papers.
RePEc:nbr:nberwo:11840.

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  1. Liquidity shocks: A new solution to the forward premium puzzle. (2020). Kumar, Vikram.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:445-454.

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  2. Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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  3. Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach. (2016). Hamzaoui, Nessrine ; Regaieg, Boutheina.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-02-45.

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  4. Monetary policy and inferential expectations of exchange rates. (2012). Zizzo, Daniel ; Menzies, Gordon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:2:p:359-380.

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  5. Solving exchange rate puzzles with neither sticky prices nor trade costs. (2010). Roche, Maurice ; Moore, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:1151-1170.

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  6. Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation. (2009). Wagner, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:21125.

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  7. Inferential Expectations. (2009). Zizzo, Daniel ; Menzies, Gordon.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:9:y:2009:i:1:n:42.

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  8. Intervenciones cambiarias y política monetaria en Colombia. Un análisis de VAR estructural. (2009). Misas, Martha ; López, Enrique ; Echavarría, Juan ; Enrique Lopez E., ; Martha Misas A., ; Juan Jose Echavarria S., .
    In: Borradores de Economia.
    RePEc:bdr:borrec:580.

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  9. Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia. (2008). Melo-Velandia, Luis ; León Díaz, John ; Gonzalez, Andres ; Arango Thomas, Luis.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:45:y:2008:i:132:p:257-291.

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  10. Forecasting foreign exchange rates using idiosyncratic volatility. (2008). Guo, Hui ; Savickas, Robert .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1322-1332.

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  11. Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates. (2007). Darvas, Zsolt ; Rappai, Gbor ; Schepp, Zoltn.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:84.

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  12. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs. (2007). Roche, Maurice ; Moore, Michael.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n1750507.

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  13. Kelet-közép-európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével. (2007). Darvas, Zsolt ; Schepp, Zoltan .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:920.

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  14. Three aspects of the Swiss term structure: an empirical survey. (2007). Gerlach-Kristen, Petra.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:21:y:2007:i:2:p:221-240.

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  15. Long maturity forward rates of major currencies are stationary. (2006). Darvas, Zsolt ; Schepp, Zoltan .
    In: Working Papers.
    RePEc:mkg:wpaper:0603.

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  16. Incomplete information processing: a solution to the forward discount puzzle. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-35.

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  17. Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates. (2006). Darvas, Zsolt ; Gábor Rappai, ; Zoltán Schepp, .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:098.

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  18. Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo. (2006). Melo-Velandia, Luis ; Gonzalez, Andres ; Arango Thomas, Luis ; Leon, Jhon Jairo.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:002425.

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  19. Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo. (2006). Melo-Velandia, Luis ; León Díaz, John ; Gonzalez, Andres ; Arango Thomas, Luis ; Leon, John Jairo .
    In: Borradores de Economia.
    RePEc:bdr:borrec:424.

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  20. Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates. (2002). Darvas, Zsolt ; Schepp, Zoltan .
    In: EcoMod2008.
    RePEc:ekd:000238:23800026.

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References

References cited by this document

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