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Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period

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  • Byers, J. D.
  • Peel, D. A.

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  • Byers, J. D. & Peel, D. A., 1991. "Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period," Economics Letters, Elsevier, vol. 35(3), pages 317-322, March.
    • Handle: RePEc:eee:ecolet:v:35:y:1991:i:3:p:317-322
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    Cited by:

    1. Zigraiova, Diana & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2021. "How puzzling is the forward premium puzzle? A meta-analysis," European Economic Review, Elsevier, vol. 134(C).
    2. Doskov, Nikolay & Swinkels, Laurens, 2015. "Empirical evidence on the currency carry trade, 1900–2012," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 370-389.
    3. 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.

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