Forward Premium Anomaly of the British Pound and the Euro
Allissa Lee
Part of the Finance and Financial Management Commons
Works by Marc W. Simpson in Finance and Financial Management
2021
2018
An Evaluation of the Equilibrium Value of the Euro and its Predecessors based on Economic Fundamentals
Axel Grossmann
An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals
Axel Grossmann
An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals
Axel Grossmann
An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals
Axel Grossmann
The Impact of Exchange Rate Deviations From PPP Equilibrium on the U.S. Demand for Foreign Equity Securities
Axel Grossmann
The Impact of Exchange Rate Deviations from PPP Equilibrium on the U.S. Demand for Foreign Equity Securities
Axel Grossmann
The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns
Axel Grossmann
The Value of Restrictive Covenants in the Changing Bond Market Dynamics Before and After the Financial Crisis
Axel Grossmann
The Value of Restrictive Covenants in the Changing Bond Market Dynamics Before and After the Financial Crisis
Axel Grossmann
2017
The Value of Restrictive Covenants in the Changing Bond Market Dynamics Before and After the Financial Crisis
Department of Finance Faculty Presentations
2016
The Equilibrium Level and Forecasting Performance of Nominal Effective Exchange Rate Indexes Using an Export and Import Price-Based Relative PPP Model
Axel Grossmann
An Examination of the Forward Prediction Error of U.S. Dollar Exchange Rates and How They Are Related to Bid-Ask Spreads, Purchasing Power Parity Disequilibria, and Forward Premium Asymmetry
Axel Grossmann
Bid-Ask Spreads, Deviations from PPP and the Forward Prediction Error: The Case of the British Pound and the Euro
Axel Grossmann
An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals
Department of Finance Faculty Presentations
2015
The Impact of Exchange Rates and Other Macroeconomic Variables on the Transaction Demand of Foreign Equity Securities
Axel Grossmann
2014
Investigating the Validity of the PPP Hypothesis Using Constructed U.S. Dollar Equilibrium Exchange Rate Misalignments over the Post-Bretton Woods Period
Axel Grossmann
The Euro Conversion and Return Dynamics of European Financial Markets: A Frequency Domain Approach
Axel Grossmann
2013
The Macroeconomy and the Spot and Futures Markets for Platinum: Relations and Implications for Hedging
Axel Grossmann
2012
Conditional Moments of the Distribution of Abnormal Returns, the Cross-Section of Stock Returns, and Monetary Policy
Axel Grossmann
2011
Can a Relative Purchasing Power Parity-Based Model Outperform a Random Walk in Forecasting Short-Term Exchange Rates?
Axel Grossmann
Predictability of the U.S. Dollar Index Using a U.S. Export and Import Price Index-Based Relative PPP Model
Axel Grossmann
2010
The Impact of the Euro Conversion on the Return Dynamics of European Financial Markets: A Frequency Domain Approach
Axel Grossmann
2008
The Impact of the Euro Conversion on the Efficiency and Correlation of European Financial Markets: A Frequency Domain Approach
Axel Grossmann
Investigating the Validity of the PPP Hypothesis Using Constructed U.S. Dollar Equilibrium Exchange Rate Misalignments Over the Post-Bretton Woods Period
Axel Grossmann
Investigating the Validity of the PPP Hypothesis Using Constructed U.S. Dollar Equilibrium Exchange Rate Misalignments Over the Post-Bretton Woods Period
Axel Grossmann
2007
Can Deviations from a Relative Purchasing Power Parity-Based Equilibrium Exchange Rate and Liquidity Risk Explain the Forward Premium Anomaly?
Axel Grossmann
2005
ADR Mispricing: Do Costly Arbitrage and Consumer Sentiment Explain the Price Deviation?
Axel Grossmann
