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DP15817 How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis 智库出版物
2021
作者:  Diana Zigraiova;  Tomas Havranek;  Zuzana Irsova;  Jiri Novak
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Forward rate bias  Uncovered interest parity  Meta-analysis  Publication bias  Model uncertainty  
Endogenous Uncertainty: A Unified View of Market Volatility 智库出版物
1997
作者:  Mordecai Kurz
Adobe PDF(2433Kb)  |  收藏  |  浏览/下载：1/0  |  提交时间：2019/06/14
Rational Expectation Equilibrium (REE),rational beliefs,Rational Belief Equilibrium (RBE),Endogenous uncertainty,State of belief,Market volatility,Equity risk premium,Riskless rate,GARCH,Forward discount bias,Foreign exchange rates,OLG economy,Correlation  
DP407 Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests: Small Transaction Costs, Big Hysteresis Bands 智库出版物
1990
作者:  Richard Baldwin
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Foreign exchange market efficiency  Forward rate bias  Hysteresis  Risk premia  Transaction costs