Explaining Forward Exchange Bias . . . Intraday
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Other versions of this item:
- Richard K. Lyons & Andrew K. Rose, 1995. "Explaining Forward Exchange Bias..Intraday," NBER Working Papers 4982, National Bureau of Economic Research, Inc.
- Lyons, Richard K & Rose, Andrew K, 1994. "Explaining Forward Exchange Bias .... Intra-day," CEPR Discussion Papers 1059, C.E.P.R. Discussion Papers.
- Richard K. Lyons and Andrew K. Rose., 1995. "Explaining Forward Exchange Bias...Intraday," Research Program in Finance Working Papers RPF-242, University of California at Berkeley.
References listed on IDEAS
- Lyons, Richard K., 1995.
"Tests of microstructural hypotheses in the foreign exchange market,"
Journal of Financial Economics,
Elsevier, vol. 39(2-3), pages 321-351.
- Richard K. Lyons., 1993. "Tests of Microstructural Hypotheses in the Foreign Exchange Market," Research Program in Finance Working Papers RPF-230, University of California at Berkeley.
- Richard K. Lyons, 1993. "Tests of Microstructural Hypotheses in the Foreign Exchange Market," NBER Working Papers 4471, National Bureau of Economic Research, Inc.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Pasricha, Gurnain Kaur, 2006. "Survey of Literature on Covered and Uncovered Interest Parities," MPRA Paper 22737, University Library of Munich, Germany.
- Chaboud, Alain P. & Wright, Jonathan H., 2005.
"Uncovered interest parity: it works, but not for long,"
Journal of International Economics,
Elsevier, vol. 66(2), pages 349-362, July.
- Alain P. Chaboud & Jonathan H. Wright, 2003. "Uncovered interest parity: it works, but not for long," International Finance Discussion Papers 752, Board of Governors of the Federal Reserve System (U.S.).
More about this item
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
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