Pages that link to "Item:Q3413955"
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The following pages link to Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle (Q3413955):
Displaying 11 items.
- The forward discount puzzle and market efficiency (Q691616) (← links)
- Solution to the Siegel paradox (Q850619) (← links)
- Uncovered interest parity and policy behavior: New evidence (Q1583178) (← links)
- The forward premium anomaly and the trend behavior of the exchange rates (Q1607280) (← links)
- Forward rate biases and inconsistencies with tax-modified Fisher conditions (Q1676655) (← links)
- A panel data analysis of uncovered interest parity and time-varying risk premium (Q2047027) (← links)
- Testing the persistence of the forward premium: structural changes or misspecification? (Q2416175) (← links)
- Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (Q2685474) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- Forward and Spot Exchange Rates in a Multi-Currency World* (Q5016485) (← links)
- The forward rate premium puzzle: a case of misspecification?1) (Q5881692) (← links)