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Journal of International Money and Finance
Volumn 23, Issue 2, 2004, Pages 271-282
More evidence on the dollar risk premium in the foreign exchange market
Author keywords

Forward currency; Panal data analysis; Time varying risk premium
Indexed keywords

EID: 1142291024     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2003.12.004     Document Type: Article
Times cited : (17)
References (10)
  • 1
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    • Bekaert, G.1    Hodrick, R.J.2
  • 2
    • 21344479057 scopus 로고
    • On the biasedness of forward foreign exchange rates: Irrationality of risk premia?
    • Cavaglia S. Verschoor W.F.C. Wolff C.C.P. On the biasedness of forward foreign exchange rates: irrationality of risk premia? Journal of Business 67 1994 321-343
    • (1994) Journal of Business , vol.67 , pp. 321-343
    • Cavaglia, S.1    Verschoor, W.F.C.2    Wolff, C.C.P.3
  • 3
    • 0030163502 scopus 로고    scopus 로고
    • The forward discount anomaly and the risk premium: A survey of recent evidence
    • Engel C. The forward discount anomaly and the risk premium: a survey of recent evidence Journal of Empirical Finance 3 1996 123-192
    • (1996) Journal of Empirical Finance , vol.3 , pp. 123-192
    • Engel, C.1
  • 4
    • 48549113655 scopus 로고
    • Forward and spot exchange rates
    • Fama E.F. Forward and spot exchange rates Journal of Monetary Economics 14 1984 319-338
    • (1984) Journal of Monetary Economics , vol.14 , pp. 319-338
    • Fama, E.F.1
  • 5
    • 0004061889 scopus 로고
    • The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
    • Harwood Academic Publishers, Chur
    • Hodrick R.J. The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets 1987 Harwood Academic Publishers Chur
    • (1987)
    • Hodrick, R.J.1
  • 7
    • 77956852950 scopus 로고
    • Puzzles in international financial markets
    • Rogoff K. Grossman G. (Eds.), North Holland, Amsterdam
    • Lewis K.K. Puzzles in international financial markets In: Rogoff K. Grossman G. (Eds.), Handbook of International Economics vol. 3 1995 1913-1971 North Holland Amsterdam
    • (1995) Handbook of International Economics , vol.3 , pp. 1913-1971
    • Lewis, K.K.1
  • 9
    • 84977701805 scopus 로고
    • Forward foreign exchange rates, expected spot rates, and premia: A signal-extraction approach
    • Wolff C.C.P. Forward foreign exchange rates, expected spot rates, and premia: a signal-extraction approach Journal of Finance 42 1987 395-406
    • (1987) Journal of Finance , vol.42 , pp. 395-406
    • Wolff, C.C.P.1
  • 10
    • 0033634612 scopus 로고    scopus 로고
    • Measuring the forward foreign exchange risk premium: Multi-country evidence from unobserved components models
    • Wolff C.C.P. Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models Journal of International Financial Markets, Institutions and Money 10 2000 1-8
    • (2000) Journal of International Financial Markets, Institutions and Money , vol.10 , pp. 1-8
    • Wolff, C.C.P.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.