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Keywords: F31
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Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2025) 14 (4): 501–523.
Published: 04 December 2025
... Licensed re-use rights only Commodity currencies Engel-West currency model Fundamentals Predictability Market efficiency C22 C52 C53 F31 F47 Chen et al. (2010) (henceforth CRR) investigate, for Australia, Canada, Chile, New Zealand and South Africa, the relation...
Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2025) 14 (4): 525–571.
Published: 04 December 2025
... Exchange rate risk premium Systematic forecast errors Rational forecasting F31 G14 G15 Scores of studies over the past four decades find that forward exchange rates are biased predictors of spot exchange rates. The finding is based on a linear regression of the one-period-ahead change...
Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2017) 6 (2): 211–262.
Published: 05 September 2017
.... © 2019 Kent Daniel, Robert J. Hodrick and Zhongjin Lu 2019 Kent Daniel, Robert J. Hodrick and Zhongjin Lu Licensed re-use rights only Currency carry trade Currency risk factors Market efficiency F31 G12 G15 This paper empirically examines returns to carry trades...
