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The forward exchange rate and the prediction of the future spot rate: Empirical evidence

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  • Agmon, Tamir
  • Amihud, Yakov

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  • Agmon, Tamir & Amihud, Yakov, 1981. "The forward exchange rate and the prediction of the future spot rate: Empirical evidence," Journal of Banking & Finance, Elsevier, vol. 5(3), pages 425-437, September.
    • Handle: RePEc:eee:jbfina:v:5:y:1981:i:3:p:425-437
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    Cited by:

    1. Mosqueda Almanza Rubén & Guillén Jorge, 2014. "A model of medium term exchange rate forecast in an open economy. The case of the mexican peso," Contaduría y Administración, Accounting and Management, vol. 59(2), pages 197-225, abril-jun.
    2. Robert Kremer & Sherrill Shaffer, 2007. "Improving the accuracy of forward exchange rate forecasts by correcting for prior bias," Applied Financial Economics, Taylor & Francis Journals, vol. 17(18), pages 1469-1478.
    3. Eun, Cheol S. & Resnick, Bruce G., 1997. "International equity investment with selective hedging strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 21-42, April.
    4. Luintel, K. B. & Paudyal, K., 1998. "Common stochastic trends between forward and spot exchange rates," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 279-297, April.
    5. Eun, Cheol S. & Sabherwal, Sanjiv, 2002. "Forecasting exchange rates: Do banks know better?," Global Finance Journal, Elsevier, vol. 13(2), pages 195-215.

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