Exchange Rate Expectations, the Forward Exchange Rate Bias and Risk Premia in Target Zones
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DOI: 10.1023/A:1008231114671
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Cited by:
- Hilde Christiane Bjørnland & Håvard Hungnes, 2002.
"Fundamental determinants of the long run real exchange rate: The case of Norway,"
Discussion Papers
326, Statistics Norway, Research Department.
- Bjørnland, Hilde C. & Hungnes, Håvard, 2003. "Fundamental determinants of the long run real exchange rate: The case of Norway," Memorandum 23/2002, Oslo University, Department of Economics.
- Roy Stein, 2003. "Estimation of Expected Exchange-Rate Change Using Forward Call Options," Bank of Israel Working Papers 2003.02, Bank of Israel.
- Stuart Landon & Constance E. Smith, 2003.
"The Risk Premium, Exchange Rate Expectations, and the Forward Exchange Rate: Estimates for the Yen–Dollar Rate,"
Review of International Economics, Wiley Blackwell, vol. 11(1), pages 144-158, February.
- Landon, Stuart & Smith, Constance, 1999. "The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate," MPRA Paper 9775, University Library of Munich, Germany.
- Holden, Steinar & Kolsrud, Dag, 1999.
"Noisy signals in target zone regimes:: Theory and Monte Carlo experiments,"
European Economic Review, Elsevier, vol. 43(8), pages 1531-1567, August.
- Steinar Holden & Dag Kolsrud & Birger Vikøren, 1995. "Noisy signals in target zone regimes Theory and Monte Carlo experiments," Discussion Papers 160, Statistics Norway, Research Department.
- Hilde C Bjørnland & Håvard Hungnes, 2008.
"The Commodity Currency Puzzle,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 7-30, May.
- Hilde C. Bjørnland & Håvard Hungnes, 2005. "The commodity currency puzzle," Discussion Papers 423, Statistics Norway, Research Department.
- Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics.
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Keywords
exchange rates; target zones; risk premia; forward rate bias;All these keywords.
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