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Forward Rate Bias

•Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS.

•Alain P. Chaboud & Jonathan H. Wright, 2003. "Uncovered interest parity: it works, but not for long," International Finance Discussion Papers 752, Board of Governors of the Federal Reserve System (U.S.).

•Bansal, Ravi, 1997. "An Exploration of the Forward Premium Puzzle in Currency Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 10(2), pages 369-403.

•Aaron Edlin, 2002. "Forward Discount Bias, Nalebuff's Envelope Puzzle, and the Siegel Paradox in Foreign Exchange," Topics in Theoretical Economics, Berkeley Electronic Press, vol. 2(1), pages 1032-1032.

•Froot, Kenneth A & Frankel, Jeffrey A, 1989. "Forward Discount Bias: Is It an Exchange Risk Premium?," The Quarterly Journal of Economics, MIT Press, vol. 104(1), pages 139-61.

•Alex Maynard & Peter C. B. Phillips, 2001. "Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 671-708.

•Clarida, Richard & Taylor, Mark P, 1993. "The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors," CEPR Discussion Papers 773, C.E.P.R. Discussion Papers.

•Lars Peter Hansen, Robert J. Hodrick, 1980. Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis , Journal of Political Economy, Vol. 88, No. 5 (Oct., 1980) , pp. 829-853

•Karen K. Lewis, 1994. "Puzzles in International Financial Markets," NBER Working Papers 4951, National Bureau of Economic Research, Inc.

•Eugene F. Fama. "Forward and Spot Exchange Rates." Journal of Monetary Economics 14 (November 1984), 319-38.

•Engel, C., 1996. “The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence,” Journal of Empirical Finance, vol. 3:123-92

FRB And High Frequency Data

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