A DYMIMIC Model of Forward Foreign Exchange Risk, with Estimates for Three Major Exchange Rates
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- Engel, Charles, 1996.
"The forward discount anomaly and the risk premium: A survey of recent evidence,"
Journal of Empirical Finance,
Elsevier, vol. 3(2), pages 123-192, June.
- Charles Engel, 1995. "The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence," NBER Working Papers 5312, National Bureau of Economic Research, Inc.
- Guneratne Banda Wickremasinghe, 2004. "Efficiency Of Foreign Exchange Markets: A Developing Country Perspective," International Finance 0406004, EconWPA.
- Luca Benati, 2006. "Affine term structure models for the foreign exchange risk premium," Bank of England working papers 291, Bank of England.
- Koning, Camiel de & Straetmans, Stefan, 1998. "Time varying forex market inefficiency," Serie Research Memoranda 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Canale, Rosaria Rita, 2002. "Equilibrium exchange rate theories under flexible exchange rate regimes," MPRA Paper 3086, University Library of Munich, Germany.
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