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The covariation of risk premiums and expected future spot exchange rates

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References

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1987Interest rates and risk premia in the stock market and in the foreign exchange market186 cited
1989The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets185 cited

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1985On time varying risk premia in the foreign exchange market: An econometric analysis164 cited

1987Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal- Extraction Approach142 cited

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1995Nonparametric estimation of structural models for high-frequency currency market data130 cited

1994On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia?129 cited

2000Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say118 cited

1999Technical trading rules in the European Monetary System105 cited

2016Technical trading: Is it still beating the foreign exchange market?104 cited

1986Foreign exchange market efficiency tests: Implications of recent empirical findings100 cited

1992On the foreign exchange risk premium in a general equilibrium model96 cited