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The `peso problem' in testing the efficiency of forward exchange markets

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Krasker, William S.
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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 6 (1980)
Issue (Month): 2 (April)
Pages: 269-276
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Handle: RePEc:eee:moneco:v:6:y:1980:i:2:p:269-276

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Web page: http://www.elsevier.com/locate/inca/505566

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  1. Prakash Kannan, 2008. "Perspectives on High Real Interest Rates in Turkey," IMF Working Papers 08/251, International Monetary Fund. [Downloadable!]
  2. Ross Levine, 1988. "The forward exchange rate bias: a new explanation," International Finance Discussion Papers 338, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  3. Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea, 2004. "Macroeconomic and policy uncertainty and Exchange rate risk Premium," Documentos del Instituto Complutense de Análisis Económico 0412, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  4. Kenneth A. Froot & Jeffrey A. Frankel, 1989. "Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations," NBER Working Papers 1963, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Ross Levine, 1987. "The pricing of forward exchange rates," International Finance Discussion Papers 312, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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This page was last updated on 2009-11-7.

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