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Books on the topic 'And Forward rates'

Author: Grafiati

Published: 4 June 2025

Last updated: 1 August 2025

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1

Dybvig, Philip H. Long forward rates can never fall. Yale University, School of Organization and Management, 1992.

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2

Boudoukh, Jacob. The information in long-maturity forward rates: Implications for exchange rates and the forward premium anomaly. National Bureau of Economic Research, 2005.

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3

Kenen, Peter B. Forward rates, interest rates, and expectations under alternative exchange rate regimes. Princeton University, International Finance Section, 1986.

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4

Kenen, Peter B. Forward rates, interest rates, and expectations under alternative exchange rate regimes. International Finance Section, Dept. of Economics, Princeton University, 1986.

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5

Grauwe, Paul de. Forward interest rates as predictors of EMU. Centre for Economic Policy Research, 1996.

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6

Grauwe, Paul de. Forward interest rates as predictors of EMU. Centre for Economic Policy Research, 1996.

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7

David, Backus, and National Bureau of Economic Research., eds. Predictable changes in yields and forward rates. National Bureau of Economic Research, 1998.

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8

Meredith, Guy. The forward premium puzzle revisited. International Monetary Fund, Research Department, 2002.

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9

Svensson, Lars E. O. Monetary policy with flexible exchange rates and forward interest rates as indicators. Centre for Economic Policy Research, 1994.

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10

Svensson, Lars E. O. Monetary policy with flexible exchange rates and forward interest rates as indicators. Stockholm University, Institute for International Economic Studies, 1993.

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11

Svensson, Lars E. O. Monetary policy with flexible exchange rates and forward interest rates as indicators. National Bureau of Economic Research, 1994.

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12

Söderlind, Paul. Forward interest rates as indicators of inflation expectations. Centre for Economic Policy Research, 1995.

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13

Söderlind, Paul. Forward interest rates as indicators of inflation expectations. Stockholm University, Institute for International Economic Studies, 1995.

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14

Dahlquist, Magnus. The information in Swedish short-maturity forward rates. Stockholm University, Institute for International Economic Studies, 1994.

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15

Bacchetta, Philippe. Random walk expectations and the forward discount puzzle. National Bureau of Economic Research, 2007.

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16

Bacchetta, Philippe. Random walk expectations and the forward discount puzzle. National Bureau of Economic Research, 2007.

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17

Bacchetta, Philippe. Rational inattention: A solution to the forward discount puzzle. National Bureau of Economic Research, 2005.

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18

Flood, Robert P. Fixes: Of the forward discount puzzle. National Bureau of Economic Research, 1994.

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19

Flood, Robert P. Fixes: Of the forward discount puzzle. Centre for Economic PolicyResearch, 1994.

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20

Lyons, Richard K. Explaining forward exchange bias ... intraday. National Bureau of Economic Research, 1995.

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21

Favero, Carlo A. Monetary policy, forward rates and long rates: Does Germany differ from the United States? Centre for Economic Policy Research, 1996.

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22

Svensson, Lars E. O. Estimating and interpreting forward interest rates: Sweden 1992-1994. Stockholm University, Institute for International Economic Studies, 1994.

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23

Svensson, Lars E. O. Estimating and interpreting forward interest rates: Sweden 1992-4. Centre forEconomnic Policy Research, 1994.

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24

Svensson, Lars E. O. Estimating and interpreting forward interest rates: Sweden, 1992-1994. National Bureau of Economic Research, 1994.

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25

Fund, International Monetary, ed. Estimating and interpreting forward interest rates: Sweden 1992-1994. International Monetary Fund, 1994.

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26

Lyons, Richard K. Explaining forward exchange bias ... intra-day. Centre for Economic Policy Research, 1994.

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27

McMillan, David G. Non-linear error correction in spot and forward exchange rates. St. Salvator's College, 2001.

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28

Minarik, Jürgen. Existenz und Handelbarkeit eines Forward Interest Rate Bias. Facultas-wuv, 2007.

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29

Stein, Roy. Estimation of expected exchange-rate change: Using forward call options. Monetary Dept., Bank of Israel, 2003.

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30

Medvedev, Gennady A. Yield Curves and Forward Curves for Diffusion Models of Short Rates. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-15500-1.

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31

Fund, International Monetary. Target zones and forward rates in a model with repeated realignments. International Monetary Fund, 1992.

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32

Cavaglia, Stefano. On the biasedness of forward foreign exchange rates: Irrationality or risk premia? City University Business School, Department of Banking and Finance, 1993.

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33

Engel, Charles. The forward discount anomaly and the risk premium: A survey of recent evidence. National Bureau of Economic Research, 1995.

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34

Sarno, Lucio. Nonlinearity in deviations from uncovered interest parity: An explanation of the forward bias problem. International Monetary Fund, Middle East and Central Asia Dept., 2006.

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35

Resnick, Bruce G. International parity relationships and tests for risk premia in forward foreign exchange rates. Indiana Center for Global Business, School of Business, Indiana University, 1990.

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36

F, Maloney William. Testing capital account liberalization without forward rates: Japan and Chile in the 1970s. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1992.

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37

Resnick, Bruce G. International parity relationships and tests for risk premia in forward foreign exchange rates. Indiana University, Graduate School of Business, 1993.

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38

Tchernykh, Elena. Regime-switching behavior of the term structure of forward markets. National Bureau of Economic Research, 2005.

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39

Tchernykh, Elena. Regime-switching behavior of the term structure of forward markets. National Bureau of Economic Research, 2005.

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40

Elliott, Graham. Heterogeneous expectations and tests of efficiency in the yen/dollar forward foreign exchange rate market. National Bureau of Economic Research, 1995.

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41

Clarida, Richard H. The term structure of forward exchange premia and the forecastability of spot exchange rates: Correcting the errors. Centre for Economic Policy Research, 1993.

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42

Clarida, Richard H. The term structure of forward exchange premia and the forecastability of spot exchange rates: Correcting the errors. National Bureau of Economic Research, 1993.

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43

Clarida, Richard H. The term structure of forward exchange premia and the forecastability of spot exchange rates: Correcting the errors. Centre for Economic Policy Research, 1993.

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44

Barrell, Ray. Fiscal and monetary policy simulations with forward-looking exchange rates using the National Institute global econometric model (GEM). National Institute of Economic and Social Research, 1991.

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45

1947-, Smith Joy, ed. The way forward : addressing the elevated rates of tuberculosis infection in on reserve First Nations and Inuit communities: Report of the Standing Committee on Health. Parliament of Canada, 2010.

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46

Howcroft, J. B. Management andcontrol of currency and interest rate risk. Probus Pub. Co, 1989.

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47

Andersen, Torben Juul. Currency and interest rate hedging: A user's guide to options, futures, swaps, & forward contracts. 2nd ed. New York Institute of Finance, 1993.

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48

Andersen, Torben Juul. Currency and interest rate hedging: A user's guide to options, futures, swaps, and forward contracts. New York Institute of Finance, 1987.

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49

Ma, Jin. Forward-backward stochastic differential equations and their applications. Springer, 1999.

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50

Ramachandran, Sreenivasa. Risk and forward exchange rates. 1987.

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