Forward exchange rate (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Forward exchange rate" in English language version.

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Madura, Jeff (2007). International Financial Management: Abridged 8th Edition. Mason, OH: Thomson South-Western. ISBN 978-0-324-36563-4.
Feenstra, Robert C.; Taylor, Alan M. (2008). International Macroeconomics. New York, NY: Worth Publishers. ISBN 978-1-4292-0691-4.

doi.org

Delcoure, Natalya; Barkoulas, John; Baum, Christopher F.; Chakraborty, Atreya (2003). "The Forward Rate Unbiasedness Hypothesis Reexamined: Evidence from a New Test". Global Finance Journal. 14 (1): 83–93. doi:10.1016/S1044-0283(03)00006-1.
Ho, Tsung-Wu (2003). "A re-examination of the unbiasedness forward rate hypothesis using dynamic SUR model". The Quarterly Review of Economics and Finance. 43 (3): 542–559. doi:10.1016/S1062-9769(02)00171-0.
Sosvilla-Rivero, Simón; Park, Young B. (1992). "Further tests on the forward exchange rate unbiasedness hypothesis" (PDF). Economics Letters. 40 (3): 325–331. doi:10.1016/0165-1765(92)90013-O.
Villanueva, O. Miguel (2007). "Spot-forward cointegration, structural breaks and FX market unbiasedness". International Financial Markets, Institutions & Money. 17 (1): 58–78. doi:10.1016/j.intfin.2005.08.007. S2CID 153403050.
Zivot, Eric (2000). "Cointegration and forward and spot exchange rate regressions". Journal of International Money and Finance. 19 (6): 785–812. CiteSeerX 10.1.1.27.6447. doi:10.1016/S0261-5606(00)00031-0.
Diamandis, Panayiotis F.; Georgoutsos, Dimitris A.; Kouretas, Georgios P. (2008). "Testing the forward rate unbiasedness hypothesis during the 1920s". International Financial Markets, Institutions & Money. 18 (4): 358–373. doi:10.1016/j.intfin.2007.04.003.
Fama, Eugene F. (1984). "Forward and spot exchange rates". Journal of Monetary Economics. 14 (3): 319–338. doi:10.1016/0304-3932(84)90046-1.
Cornell, Bradford (1977). "Spot rates, forward rates and exchange market efficiency". Journal of Financial Economics. 5 (1): 55–65. doi:10.1016/0304-405X(77)90029-0.

psu.edu

citeseerx.ist.psu.edu

Zivot, Eric (2000). "Cointegration and forward and spot exchange rate regressions". Journal of International Money and Finance. 19 (6): 785–812. CiteSeerX 10.1.1.27.6447. doi:10.1016/S0261-5606(00)00031-0.

semanticscholar.org

api.semanticscholar.org

Villanueva, O. Miguel (2007). "Spot-forward cointegration, structural breaks and FX market unbiasedness". International Financial Markets, Institutions & Money. 17 (1): 58–78. doi:10.1016/j.intfin.2005.08.007. S2CID 153403050.

ucm.es

eprints.ucm.es

Sosvilla-Rivero, Simón; Park, Young B. (1992). "Further tests on the forward exchange rate unbiasedness hypothesis" (PDF). Economics Letters. 40 (3): 325–331. doi:10.1016/0165-1765(92)90013-O.

usu.edu

digitalcommons.usu.edu

Chatterjee, Devalina (2010). Three essays in forward rate unbiasedness hypothesis (Thesis). Utah State University. pp. 1–102. Retrieved 2012-06-21.