Forward and spot exchange rates
In: Journal of Monetary Economics, Band 14, Heft 3, S. 319-338
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In: Journal of Monetary Economics, Band 14, Heft 3, S. 319-338
In: Fama-Miller Working Paper
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Working paper
In: NBER Working Paper No. w20294
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Working paper
In: Emerging markets, finance and trade: EMFT, Band 42, Heft 3, S. 91-97
ISSN: 1558-0938
In: NBER Working Paper No. w1749
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In: Journal of economic studies, Band 19, Heft 2
ISSN: 1758-7387
Innovations – the unanticipated component – of the
Canadian market‐determined bank rate announcements have an immediate
impact on the bilateral Canadian/US dollar spot exchange rate, with the
sign of the impact depending on market perceptions of the monetary
policy regime in which the central bank is operating. The expected bank rate changes do not have a significant impact on the spot
rate. Moreover, a test of the "news" impact on the
Canadian/US dollar must include the relationship between the latter and
Deutschmark/ US$ spot rate, which is a proxy for the movement of
the US dollar against major offshore currencies.
In: Al-Zoubi, H.A., The long swings in the spot exchange rates and the complex unit roots hypothesis, Journal of International Financial Markets, Institutions & Money (2006)
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In: Basurto, G., & Ghosh, A., (2000). The Interest Rate-Exchange Rate Nexus in the Asian Crisis Countries. International Monetary Funds. 19. Clarida, R., & Gali, J., (1994). Sources of real exchange-rate fluctuations: How important are nominal shocks?. Carnegie-Rochester Conference Series on Public P
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In: Asian journal of research in social sciences and humanities: AJRSH, Band 6, Heft 6, S. 1148
ISSN: 2249-7315
In: NBER Working Paper No. w4442
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In: CESifo working papers 4224
In: Monetary policy and international finance
In: CESifo Working Paper Series No. 4224
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In: Journal of economics and business, Band 58, Heft 4, S. 323-342
ISSN: 0148-6195
In: CEPR Discussion Paper No. DP13597
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In: The journal of financial research: the journal of the Southern Finance Association and the Southwestern Finance Association, Band 7, Heft 4, S. 281-290
ISSN: 1475-6803
AbstractThis paper examines the effects of interest rate news on changes in forward foreign exchange rates. Virtually none of the errors in forecasting forward exchange rates are explained by interest rate forecasting errors. The results are consistent with a conjecture that the forward exchange rate is not an estimate of the expected spot exchange rate.