Title of article :
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Author/Authors :
Richard T. Baillie، نويسنده , , Rehim Kiliç، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
26
From page :
22
To page :
47
Keywords :
Nonlinearity , LSTR models , Forward premium anomaly , Uncovered Interest Parity
Journal title :
Journal of International Money and Finance
Serial Year :
2006
Journal title :
Journal of International Money and Finance
Record number :
191503
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=191503
بازگشت