Forward premium anomaly

Results: 2



#Item
1Economy / Money / Finance / International finance / Mathematical finance / Financial markets / Fixed income market / Economic puzzles / Overshooting model / Monetary policy / Interest rate / Forward premium anomaly

American Economic Review 2016, 106(2): 436–474 http://dx.doi.orgaerExchange Rates, Interest Rates, and the Risk Premium† By Charles Engel* The uncovered interest parity puzzle concerns the empirica

Add to Reading List

Source URL: www.ssc.wisc.edu

Language: English - Date: 2016-02-16 15:37:18
2Foreign exchange market / Mathematical finance / International finance / Technical analysis / Forward exchange rate / Interest rate parity / Autoregressive conditional heteroskedasticity / Tim Bollerslev / Volatility clustering / Finance / Economics / Financial economics

Journal of International Money and Finance[removed]–488 www.elsevier.nl/locate/econbase The forward premium anomaly is not as bad as you think

Add to Reading List

Source URL: public.econ.duke.edu

Language: English - Date: 2004-06-22 09:06:53
UPDATE