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