Journal of International Money and Finance[removed]–488 www.elsevier.nl locate econbase The forward premium anomaly is not as bad as you think - Tim Bollerslev - Document - PDFSEARCH.IO

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Date: 2004-06-22 09:06:53 Foreign 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 Download Document from Source Website File Size: 169,38 KB Share Document on Facebook

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