search query: @indexterm FORWARD EXCHANGE / total: 61
references: 48-57 / 61
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48.
Pricing the hedge to cut the cost.
Euromoney
1983 : MAY, p. 230-233
 1983 Antl, B.
49.
Forward rates as predictors of future interest rates in the eurocurrency market.
Journal of International Business Studies
1982 : WINTER, VOL. 13:3, p. 71-83
 1982 Cosset, J. C.
50.
Rational expectations and risk premia in forward markets: primary metals at the London Metals Exchange.
Journal of Finance
1982 : DEC, VOL. 37:5, p. 1199-1207
 1982 Hsieh, D. A.
Kulatilaka, N.
51.
The effect of errors in variables on tests for a risk premium in forward exchange rates.
Journal of Finance
1982 : JUN, VOL. 37:3, p. 667-677
 1982 Jacobs, R. L.
52.
Spot and forward rates in a stochastic model of the foreign exchange market.
Journal of International Economics
1982 : MAY, VOL. 12:3/4, p. 313-331
 1982 Driskill, R.
McCafferty, S.
53.
Forward exchange markets in Finland.
Bank of Finland monthly bulletin
1980 : APR, VOL. 54:4, p. 24-28
 1980 Nordman, T.
54.
The forward rate as an unbiased predictor of the future spot rate.
Columbia Journal of World Business
1979 : WINTER, VOL. 14:4, p. 77-85
 1979 Kohlhagen, S. W.
55.
Are forward exchange rates unbiased predictors of future spot rates?
Columbia Journal of World Business
1979 : WINTER, VOL. 14:4, p. 49-61
 1979 Levich, R. M.
56.
Underutilization of forward markets or rational behaviour?
Journal of Finance
1979 : SEP, VOL. 34:4, p. 1013-1017
 1979 Levi, M. D.
57.
Currency option bonds, puts and calls on spot exchange and the hedging of contingent foreign earnings.
Journal of Finance
1979 : DEC, VOL. 34:5, p. 1129-1139
 1979 Feiger, G.
Jacquillat, B.
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