مرکز منطقه ای اطلاع رساني علوم و فناوري - Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums

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 :

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 :