Less of puzzle: A new look at the forward forex market

Journal of International Economics

Volumn 58, Issue 2, 2002, Pages 387-411

  Moore, Michael J ^a   Roche, Maurice J ^b  

^a QUEEN'S UNIVERSITY BELFAST   (United Kingdom)

^b NATIONAL UNIVERSITY OF IRELAND   (Ireland)

Author keywords

Artificial economy; Forward foreign exchange; Habit persistence

Indexed keywords

EXCHANGE RATE; MARKET CONDITIONS; METHODOLOGY; MODELING;

EID: 0036888106     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1996(01)00171-4     Document Type: Article

References (22)

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9. On the foreign exchange risk premium in a general equilibrium model
10. The forward discount anomaly and the risk premium: A survey of recent evidence
11. On the foreign exchange risk premium in sticky-price general equilibrium models
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13. Understanding exchange rate volatility without the contrivance of macroeconomics
14. Tax policy and aggregate demand management under catching up with the Joneses
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16. Covered purchasing power parity, ex-ante PPP and risk aversion
17. Liquidity in the forward exchange market
18. The equity premium puzzle and the risk-free rate puzzle