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Modeling the Currency Forward Risk Premium: Theory and Evidence. (2000). Chiarella, Carl ; Bhar, Ram ; Pham, Toan.
In: Research Paper Series.
RePEc:uts:rpaper:41.

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Cited: 3

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Cites: 26

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Cocites: 50

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Citations received by this document

  1. Can signal extraction help predict risk premia in foreign exchange rates. (2013). Kiani, Khurshid.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:926-939.

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  2. Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods. (2012). Wang, Zhiguang ; Bidarkota, Prasad .
    In: Empirical Economics.
    RePEc:spr:empeco:v:42:y:2012:i:1:p:21-51.

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  3. Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations. (2006). Sarantis, Nicholas .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:7:p:1168-1186.

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References

References cited by this document

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