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Exchange risk premia, expectations formation and news in the Mexican peso/U.S. dollar forward exchange rate market. (2001). Wolff, Christian ; Verschoor, Willem ; Verschoor, Willem F. C., ; Wolff, Christian C. P., .
In: International Review of Financial Analysis.
RePEc:eee:finana:v:10:y:2001:i:2:p:157-174.

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  1. Is Mexicos Forward Exchange Rate Market Efficient?. (2018). Islas-Camargo, Alejandro ; Sanabria, Tania Pamela ; Cortez, Willy Walter.
    In: Remef - The Mexican Journal of Economics and Finance.
    RePEc:imx:journl:v:13:y:2018:i:2:p:273-289.

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  2. Modeling the exchange rate using price levels and country risk. (2015). Regős, Gábor ; Regs, Gabor ; Zhang, Xibin.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:3:y:2015:i:1:p:1056928.

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  3. Further evidence on the rationality of interest rate expectations. (2008). Verschoor, Willem ; Jongen, Ron ; Verschoor, Willem F. C., .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:5:p:438-448.

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  4. FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS. (2008). Wolff, Christian ; Christian C. P. Wolff, ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Jongen, Ron .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:22:y:2008:i:1:p:140-165.

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References

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