Trends in Excess Returns in Currency and Bond Markets

Martin Evans and Karen Lewis

Chapter 2 in Studies in Foreign Exchange Economics, 2017, pp 39-57 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionTrends in the Difference Between Spot and Forward RatesExplaining the Additional TrendsConcluding RemarksAcknowledgementsReferences

Keywords: Exchange Rates; Foreign Currency; Microstructure (search for similar items in EconPapers)
JEL-codes: F31 (search for similar items in EconPapers)
Date: 2017
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789813148543_0002 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789813148543_0002 (text/html)
Ebook Access is available upon purchase.

Related works:
Journal Article: Trends in excess returns in currency and bond markets (1993)
Working Paper: Trends in Excess Returns in Currency and Bond Markets (1992)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789813148543_0002

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().