Title of article
Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums
Author/Authors
John Barkoulas، نويسنده , , Christopher F. Baum، نويسنده , , Atreya Chakraborty، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
14
From page
109
To page
122
Keywords
Currency risk premium , Forward premium , Foreign exchange marketefficiency , Panel unit-root tests
Journal title
Journal of Macroeconomics
Serial Year
2003
Journal title
Journal of Macroeconomics
Record number
235065
Link To Document