Asymmetry in forward exchange rate bias: A puzzling result
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 50 (1996)
Issue (Month): 3 (March)
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Web page: http://www.elsevier.com/locate/ecolet
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Froot, Kenneth A & Frankel, Jeffrey A, 1989.
"Forward Discount Bias: Is It an Exchange Risk Premium?,"
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- Froot, Kenneth A. & Frankel, Jeffrey A., 1988. "Forward Discount Bias: Is It an Exchange Risk Premium?," Department of Economics, Working Paper Series qt5w65g4zg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Fama, Eugene F., 1984. "Forward and spot exchange rates," Journal of Monetary Economics, Elsevier, vol. 14(3), pages 319-338, November.
- Zhou, Su & Kutan, Ali M., 2002. "Is there asymmetry in forward exchange rate bias? Multi-country evidence," ZEI Working Papers B 06-2002, ZEI - Center for European Integration Studies, University of Bonn.
- Baillie, Richard T. & Kilic, Rehim, 2006.
"Do asymmetric and nonlinear adjustments explain the forward premium anomaly?,"
Journal of International Money and Finance,
Elsevier, vol. 25(1), pages 22-47, February.
- Richard T. Baillie & Rehim Kilic, 2005. "Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?," Working Papers 543, Queen Mary, University of London, School of Economics and Finance.
- Phillips, Kerk L. & Snow, Karl, 1998. "The forward bias: is it a money tree?," Economics Letters, Elsevier, vol. 61(3), pages 373-379, December.
- Sofiane Amri, 2008. "Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model," Economics Bulletin, AccessEcon, vol. 6(26), pages 1-18.
- repec:ebl:ecbull:v:6:y:2008:i:26:p:1-18 is not listed on IDEAS
- Yangru Wu & Hua Zhang, 1997. "Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 609-623, August.
- Zhou, Su & Kutan, Ali M., 2005. "Does the forward premium anomaly depend on the sample period used or on the sign of the premium?," International Review of Economics & Finance, Elsevier, vol. 14(1), pages 17-25.
- Zhu, Zhen, 2002. "Time-varying forward bias and the expected excess return," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(2), pages 119-137, April.
- Richard T., Baillie, 2011. "Possible solutions to the forward bias paradox," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 617-622, October.
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