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Testing for the absence of expected real profits from forward market speculation

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References

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1988Is it risk?84 cited
1985The Covariation of Risk Premiums and Expected Future Spot Exchange Rates51 cited
1990Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests:Small Transaction Costs, Big Hysteresis Bands47 cited
1999On the Foreign-Exchange Risk Premium in Sticky-Price General Equilibrium Models43 cited
1991Forward exchange rates and risk premiums in artificial economies

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37 cited

1997Tests of three parity conditions: Distinguishing risk premia and systematic forecast errors29 cited

1989Empirical Assessment of Foreign Currency Risk Premiums27 cited

1997Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity26 cited

1997Essays on exchange rates, prices and interest rates26 cited

2009Carry Trades and Global FX Volatility24 cited

1990Chapter 23 Monetary policy in the open economy22 cited

1991Multiple maturities and time-varying risk premia in forward exchange markets17 cited

2012Exchange Rates and Long‐Term Bonds*12 cited