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Other versions of this item: Burnside, Craig & Eichenbaum, Martin & Rebelo, Sérgio, 2007. \"Understanding the Forward Premium Puzzle: A Microstructure Approach,\"CEPR Discussion Papers 6399, C.E.P.R. Discussion Papers. Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 2007. \"Understanding the Forward Premium Puzzle: A Microstructure Approach,\"NBER Working Papers 13278, National Bureau of Economic Research, Inc. References listed on IDEAS asHTMLHTML with abstractplain textplain text with abstractBibTeXRIS (EndNote, RefMan, ProCite)ReDIFJSON Philippe Bacchetta & Eric Van Wincoop, 2006.\"Incomplete information processing: a solution to the forward discount puzzle,\"Proceedings, Federal Reserve Bank of San Francisco, issue Jun. Philippe Bacchetta & Eric van Wincoop, 2005. \"Incomplete Information Processing: A Solution to the Forward Discount Puzzle,\"Working Papers 05.03, Swiss National Bank, Study Center Gerzensee. Philippe Bacchetta & Eric Van Wincoop, 2006. \"Incomplete information processing: a solution to the forward discount puzzle,\"Working Paper Series 2006-35, Federal Reserve Bank of San Francisco. Giancarlo Corsetti & Amil Dasgupta & Stephen Morris & Hyun Song Shin, 2004.\"Does One Soros Make a Difference A Theory of Currency Crises with Large and Small Traders,\"Review of Economic Studies, Oxford University Press, vol. 71(1), pages 87-113. Corsetti, Giancarlo & Dasgupta, Amil & Morris, Stephen & Shin, Hyun Song, 2000. \"Does One Soros Make a Difference A Theory of Currency Crises with Large and Small Traders,\"CEPR Discussion Papers 2610, C.E.P.R. Discussion Papers. Hyun Song Shin & Giancarlo Corsetti & Amil Dasgupta & Stephen Morris, 2001. \"Does One Soros Make a Difference A Theory of Currency Crises with Large and Small Traders,\"FMG Discussion Papers dp372, Financial Markets Group. Corsetti, Giancarlo & Dasgupta, Amil & Morris, Stephen & Shin, Hyun Song, 2001. \"Does one Soros make a difference A theory of currency crises with large and small traders,\"LSE Research Online Documents on Economics 25045, London School of Economics and Political Science, LSE Library. Giancarlo Corsetti & Amil Dasgupta & Stephen Morris & Shin, Hyun, 2000. \"Does One Soros Make a Difference A Theory of Currency Crises with Large and Small Traders,\"Cowles Foundation Discussion Papers 1273, Cowles Foundation for Research in Economics, Yale University. Massa, Massimo & Simonov, Andrei, 2003.\"Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market,\"Journal of Financial Markets, Elsevier, vol. 6(2), pages 99-141, April. Massa, Massimo & Simonov, Andrei, 2001. \"Reputation and Interdealer Trading. A Microstructure Analysis of the Treasury Bond Market,\"SIFR Research Report Series 5, Institute for Financial Research. Bansal, Ravi & Dahlquist, Magnus, 2000.\"The forward premium puzzle: different tales from developed and emerging economies,\"Journal of International Economics, Elsevier, vol. 51(1), pages 115-144, June. Bansal, Ravi & Dahlquist, Magnus, 1999. \"The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies,\"CEPR Discussion Papers 2169, C.E.P.R. Discussion Papers. Rui Albuquerque & Eva De Francisco & Luis B. Marques, 2008.\"Marketwide Private Information in Stocks: Forecasting Currency Returns,\"Journal of Finance, American Finance Association, vol. 63(5), pages 2297-2343, October. Albuquerque, Rui & de Francisco, Eva & Marques, Luis, 2006. \"Marketwide Private Information in Stocks: Forecasting Currency Returns,\"CEPR Discussion Papers 5604, C.E.P.R. Discussion Papers. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. \"International Equity Flows and Returns: A Quantitative Equilibrium Approach,\"Staff Working Papers 04-42, Bank of Canada. Albuquerque, Rui & Bauer, Gregory & Schneider, Martin, 2005. \"International Equity Flows and Returns: A Quantitative Equilibrium Approach,\"CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers. Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005. \"International equity flows and returns: a quantitative equilibrium approach,\"International Finance 0508006, University Library of Munich, Germany. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. \"International Equity Flows and Returns: A Quantitative Equilibrium Approach,\"International Finance 0405006, University Library of Munich, Germany. Albuquerque, Rui & Bauer, Gregory H. & Schneider, Martin, 2004. \"International equity flows and returns: a quantative equilibrium approach,\"Working Paper Series 310, European Central Bank. Engel, Charles, 1996.\"The forward discount anomaly and the risk premium: A survey of recent evidence,\"Journal of Empirical Finance, Elsevier, vol. 3(2), pages 123-192, June. Charles Engel, 1995. \"The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence,\"NBER Working Papers 5312, National Bureau of Economic Research, Inc. Berger, David W. & Chaboud, Alain P. & Chernenko, Sergey V. & Howorka, Edward & Wright, Jonathan H., 2008.\"Order flow and exchange rate dynamics in electronic brokerage system data,\"Journal of International Economics, Elsevier, vol. 75(1), pages 93-109, May. David W. Berger & Alain P. Chaboud & Sergey V. Chernenko & Edward Howorka & Jonathan H. Wright, 2006. \"Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data,\"International Finance Discussion Papers 830, Board of Governors of the Federal Reserve System (U.S.). Michael J. Fleming, 1997.\"The round-the-clock market for U.S. Treasury securities,\"Economic Policy Review, Federal Reserve Bank of New York, vol. 3(Jul), pages 9-32. Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005. \"Investor Overconfidence and the Forward Discount Puzzle,\"Working Paper Series 2005-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics. Tracy Yue Wang & David Hirshleifer & Bing Han, 2010. \"Investor Overconfidence and the Forward Discount Puzzle,\"2010 Meeting Papers 1201, Society for Economic Dynamics. Han, Bing & Hirshleifer, David & Wang, Tracy, 2005. \"Investor Overconfidence and the Forward Discount Puzzle,\"MPRA Paper 6497, University Library of Munich, Germany, revised Dec 2007. Glosten, Lawrence R. & Milgrom, Paul R., 1985.\"Bid, ask and transaction prices in a specialist market with heterogeneously informed traders,\"Journal of Financial Economics, Elsevier, vol. 14(1), pages 71-100, March. Lawrence R. Glosten & Paul R. Milgrom, 1983. \"Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders,\"Discussion Papers 570, Northwestern University, Center for Mathematical Studies in Economics and Management Science. Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2007.\"International Equity Flows and Returns: A Quantitative Equilibrium Approach -super-1,\"Review of Economic Studies, Oxford University Press, vol. 74(1), pages 1-30. Hansen, Lars Peter & Singleton, Kenneth J, 1982.\"Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models,\"Econometrica, Econometric Society, vol. 50(5), pages 1269-1286, September.Full references (including those not matched with items on IDEAS) Most related itemsThese are the items that most often cite the same works as this one and are cited by the same works as this one. Burnside, Craig & Eichenbaum, Martin & Kleshchelski, Isaac & Rebelo, Sérgio, 2006. \"The Returns to Currency Speculation,\"CEPR Discussion Papers 5883, C.E.P.R. Discussion Papers. Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006. \"The Returns to Currency Speculation,\"2006 Meeting Papers 864, Society for Economic Dynamics. Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006. \"The Returns to Currency Speculation,\"NBER Working Papers 12489, National Bureau of Economic Research, Inc. Ferreira Filipe, Sara, 2012.\"Equity order flow and exchange rate dynamics,\"Journal of Empirical Finance, Elsevier, vol. 19(3), pages 359-381. Matti Suominen & Petri Jylhä, 2009. \"Arbitrage Capital and Currency Carry Trade Returns,\"2009 Meeting Papers 84, Society for Economic Dynamics. Cedric Tille & Eric van Wincoop, 2009. \"Disconnect and Information Content of International Capital Flows: Evidence and Theory,\"Working Papers 102009, Hong Kong Institute for Monetary Research. Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018.\"Private information, capital flows, and exchange rates,\"Journal of International Money and Finance, Elsevier, vol. 81(C), pages 40-55. Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012. \"Private Information, Capital Flows, and Exchange Rates,\"IMF Working Papers 2012/213, International Monetary Fund. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij, 2015. \"Private information, capital flows, and exchange rates,\"Working Papers 2015-12, Swiss National Bank. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010.\"Private information, stock markets, and exchange rates,\"BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 186-210,Bank for International Settlements. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. \"Private information, stock markets, and exchange rates,\"Working Papers 2009-07, Monetary Policy Group, Bank of Thailand. Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. \"Private information, stock markets, and exchange rates,\"BIS Working Papers 271, Bank for International Settlements. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. \"Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets,\"MPRA Paper 67470, University Library of Munich, Germany. C. 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Charles Engel, 2013. \"Exchange Rates and Interest Parity,\"NBER Working Papers 19336, National Bureau of Economic Research, Inc. Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005. \"Investor Overconfidence and the Forward Discount Puzzle,\"Working Paper Series 2005-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics. Tracy Yue Wang & David Hirshleifer & Bing Han, 2010. \"Investor Overconfidence and the Forward Discount Puzzle,\"2010 Meeting Papers 1201, Society for Economic Dynamics. Han, Bing & Hirshleifer, David & Wang, Tracy, 2005. \"Investor Overconfidence and the Forward Discount Puzzle,\"MPRA Paper 6497, University Library of Munich, Germany, revised Dec 2007. Christophe Chamley, 2006. \"Complementarities in information acquisition with short-term trades,\"Boston University - Department of Economics - Working Papers Series WP2006-042, Boston University - Department of Economics. Jylhä, Petri & Suominen, Matti, 2011.\"Speculative capital and currency carry trades,\"Journal of Financial Economics, Elsevier, vol. 99(1), pages 60-75, January. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011.\"Stocks, bonds, money markets and exchange rates: measuring international financial transmission,\"Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, September. Ehrmann, Michael & Fratzscher, Marcel & Rigobon, Roberto, 2005. \"Stocks, bonds, money markets and exchange rates: measuring international financial transmission,\"Working Paper Series 452, European Central Bank. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. \"Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission,\"NBER Working Papers 11166, National Bureau of Economic Research, Inc. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010.\"Exchange rate forecasting, order flow and macroeconomic information,\"Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January. Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. \"Exchange rate forecasting, order flow and macroeconomic information,\"Working Paper 2007/02, Norges Bank. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2009. \"Exchange Rate Forecasting, Order Flow and Macroeconomic Information,\"CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers. Karen K. Lewis, 2011.\"Global Asset Pricing,\"Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 435-466, December. Karen K. Lewis, 2011. \"Global asset pricing,\"Globalization Institute Working Papers 88, Federal Reserve Bank of Dallas. Karen K. Lewis, 2011. \"Global Asset Pricing,\"NBER Working Papers 17261, National Bureau of Economic Research, Inc. More about this itemJEL classification: E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects F31 - International Economics - - International Finance - - - Foreign Exchange G15 - Financial Economics - - General Financial Markets - - - International Financial Markets Statistics Access and download statistics Corrections All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aea:aejmac:v:1:y:2009:i:2:p:127-54. See general information about how to correct material in RePEc. 59ce067264
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