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Forward foreign exchange rates and risk premia--a reappraisal

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  • Pope, Peter F.
  • Peel, David A.

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  • Pope, Peter F. & Peel, David A., 1991. "Forward foreign exchange rates and risk premia--a reappraisal," Journal of International Money and Finance, Elsevier, vol. 10(3), pages 443-456, September.
    • Handle: RePEc:eee:jimfin:v:10:y:1991:i:3:p:443-456
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    Cited by:

    1. McCallum, Bennett T., 1994. "A reconsideration of the uncovered interest parity relationship," Journal of Monetary Economics, Elsevier, vol. 33(1), pages 105-132, February.
    2. Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2007. "The Forward Premium Puzzle only emerges gradually," Tinbergen Institute Discussion Papers 07-033/2, Tinbergen Institute.
    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.
    4. S. M. Ahmed & M. I. Ansari, 1997. "Modelling the efficiency of the Canadian foreign exchange market: a bivariate transfer function analysis," Applied Economics, Taylor & Francis Journals, vol. 29(1), pages 63-70.
    5. Aroskar, Raj & Sarkar, Salil K. & Swanson, Peggy E., 2004. "European foreign exchange market efficiency: Evidence based on crisis and noncrisis periods," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 333-347.

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