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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
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Document Date: 2004-06-22 09:06:53

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City

East Lansing / /

Company

Data Resources Incorporated / Elsevier Science Ltd. / /

Country

United States / /

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Facility

Duke University / stable GARCH / Michigan State University / /

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IndustryTerm

finance / /

Organization

Michigan State University / Department of Economics / Duke University / Durham / /

Person

Var / Tim Bollerslev / Richard T. Baillie / Et / Lewis / Evans / /

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Position

forward foreign exchange rates / rt / representative / ⫹rt / l / model for ft Eq / Corresponding author / /

Product

Samsung F250 Smartphone / /

ProvinceOrState

North Carolina / Michigan / /

Technology

simulation / /

URL

www.elsevier.nl/locate/econbase / /

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