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A note on the determinants of unexpected exchange rate movements

, and . Journal of Banking & Finance, 20 (1): 179--188 (January 1996)

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Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models. Journal of International Financial Markets, Institutions and Money, 10 (1): 1--8 (January 2000)Further evidence on exchange rate expectations, , and . Journal of International Money and Finance, 12 (1): 78--98 (February 1993)Stochastic trends and jumps in EMS exchange rates, , and . Journal of International Money and Finance, 13 (6): 699--727 (December 1994)FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS, , and . Journal of Economic Surveys, 22 (1): 140--165 (32 02 2008)doi: 10.1111/j.1467-6419.2007.00523.x.Risk premia in the term structure of interest rates: a panel data approach, and . Journal of International Financial Markets, Institutions and Money, 13 (3): 211--236 (July 2003)Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market, and . International Review of Financial Analysis, 10 (2): 157--174 (00 2001)Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models. Economics Letters, 27 (2): 141--143 (1988)Models of exchange rates : A comparison of forecasting results. International Journal of Forecasting, 4 (4): 605--607 (1988)More evidence on the dollar risk premium in the foreign exchange market, , and . Journal of International Money and Finance, 23 (2): 271--282 (March 2004)Exchange rate models and innovations : A derivation. Economics Letters, 20 (4): 373--376 (1986)