The forward discount anomaly and the risk premium: A survey of recent evidence

Journal of Empirical Finance

Volumn 3, Issue 2, 1996, Pages 123-192

  Engel, Charles ^a,b  

^a UNIVERSITY OF WASHINGTON   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Forward discount anomaly; Models of risk premiums; Risk premiums; Testing efficiency of forward markets

Indexed keywords

EID: 0030163502     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/0927-5398(95)00016-X     Document Type: Article

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