The term structure of the forward premium

Journal of Monetary Economics

Volumn 8, Issue 1, 1981, Pages 41-58

  Hakkio, Craig S ^a,b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002101873     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-3932(81)90004-0     Document Type: Article

References (32)

1. Analysis of short-run exchange rate behavior: March 1973 to September 1975
2. Efficient capital markets: A review of theory and empirical work
3. Covered interest arbitrage Unexploited profits?
4. Transaction costs and interest arbitrage Tranquil versus turbulent periods
5. Expectations and the foreign exchange market
6. Some anomalous evidence regarding market efficiency
7. The determinants of the forward premium
8. On the efficiency of markets for foreign exchange
9. Inflation, rational expectations and the term structure of interest rates
10. Rational expectations and the theory of price movements
11. A theoretical and empirical framework for analyzing the term structure of exchange rate expectations
12. The efficient market model applied to the U.S. treasury bill rates
13. Rational expectations and the term structure of interest rates
14. A note on maximum likelihood estimation of the rational expectation model of the term structure
15. A critique of some recent empirical research on the explanation of the term structure of interest rates
16. The estimation of parameters in multivariate time series models