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Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples

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  • Cumby, Robert E.
  • Huizinga, John

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  • Cumby, Robert E. & Huizinga, John, 1992. "Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples," Journal of Monetary Economics, Elsevier, vol. 30(2), pages 217-253, November.
    • Handle: RePEc:eee:moneco:v:30:y:1992:i:2:p:217-253
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    Cited by:

    1. Martin D. D. Evans, 2002. "FX Trading and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 57(6), pages 2405-2447, December.
    2. Martin D. D. Evans, 2017. "FX Trading and Exchange Rate Dynamics," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 5, pages 189-245, World Scientific Publishing Co. Pte. Ltd..
    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. Marston, Richard C., 1997. "Tests of three parity conditions: Distinguishing risk premia and systematic forecast errors," Journal of International Money and Finance, Elsevier, vol. 16(2), pages 285-303, April.
    5. Davide Hahn & Tommaso Minola & Giulio Bosio & Lucio Cassia, 2020. "The impact of entrepreneurship education on university students’ entrepreneurial skills: a family embeddedness perspective," Small Business Economics, Springer, vol. 55(1), pages 257-282, June.
    6. Beng, Gan Wee, 2000. "Exchange-rate policy in East Asia after the fall: how much have things changed?," Journal of Asian Economics, Elsevier, vol. 11(4), pages 403-430.
    7. Koen Geven & Jan Skopek & Moris Triventi, 2018. "How to Increase PhD Completion Rates? An Impact Evaluation of Two Reforms in a Selective Graduate School, 1976–2012," Research in Higher Education, Springer;Association for Institutional Research, vol. 59(5), pages 529-552, August.
    8. Nucci, Francesco, 2003. "Cross-currency, cross-maturity forward exchange premiums as predictors of spot rate changes: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 183-200, February.
    9. Richard C. Marston, 1994. "Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors," NBER Working Papers 4923, National Bureau of Economic Research, Inc.

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