What do forward interest and exchange rates tell us?
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References listed on IDEAS
- Naka, Atsuyuki & Whitney, Gerald, 1995. "The unbiased forward rate hypothesis re-examined," Journal of International Money and Finance, Elsevier, vol. 14(6), pages 857-867, December.
- Froot, Kenneth A & Thaler, Richard H, 1990. "Foreign Exchange," Journal of Economic Perspectives, American Economic Association, vol. 4(3), pages 179-192, Summer.
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- repec:agr:journl:v:4(605):y:2015:i:4(605):p:75-84 is not listed on IDEAS
- Tripe, David & Xia, Bingru & Roberts, Leigh, 2011. "Can implied forward mortgage rates predict future mortgage rates - recent New Zealand experience," Working Paper Series 1986, Victoria University of Wellington, School of Economics and Finance.
- Gabriela ŢUŢUEANU, 2015. "Measuring the Influence of the J-Curve Effect on Trade in Romanian Forest Products," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(605), W), pages 75-84, Winter.
- Christian Hawkesby, 1999. "A primer on derivatives markets," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 62, June.
- David Hargreaves & Andy Brookes & Carrick Lucas & Bruce White, 2000. "Can hedging insulate firms from exchange rate risk," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, March.
- Aron Gereben, 2002. "Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options," Reserve Bank of New Zealand Discussion Paper Series DP2002/04, Reserve Bank of New Zealand.
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