An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry Article (Web of Science)

cited authors

  • Simpson, Marc W.; Grossmann, Axel

authors

publication date

  • April 1, 2014

webpage

published in

author keyword

  • Deviations from PPP
  • Forward prediction error
  • Liquidity risk

category

start page

  • 221

end page

  • 238

volume

  • 28