مرکز منطقه ای اطلاع رساني علوم و فناوري - The forward premium anomaly is not as bad as you think

Title of article :

The forward premium anomaly is not as bad as you think

Author/Authors :

Richard T. Baillie، نويسنده , , Tim Bollerslev، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

471

To page :

488

Keywords :

FIGARCH , Forward premium , Uncovered interest rate parity

Journal title :

Journal of International Money and Finance

Serial Year :

2000

Journal title :

Journal of International Money and Finance

Record number :

191247

Link To Document :