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Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market

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  • Verschoor, Willem F. C.
  • Wolff, Christian C. P.

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  • Verschoor, Willem F. C. & Wolff, Christian C. P., 2001. "Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market," International Review of Financial Analysis, Elsevier, vol. 10(2), pages 157-174.
  • Handle: RePEc:eee:finana:v:10:y:2001:i:2:p:157-174
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    Cited by:

    1. Alejandro Islas-Camargo & Willy Walter Cortez & Tania Pamela Sanabria Flores, 2018. "Is Mexico's Forward Exchange Rate Market Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 13(2), pages 273-289, Abril-Jun.
    2. Gábor Regős & Xibin Zhang, 2015. "Modeling the exchange rate using price levels and country risk," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1056928-105, December.
    3. Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008. "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 140-165, February.
    4. Jongen, Ron & Verschoor, Willem F.C., 2008. "Further evidence on the rationality of interest rate expectations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 438-448, December.

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