The forward premium puzzle: Different tales from developed and emerging economies

Journal of International Economics

Volumn 51, Issue 1, 2000, Pages 115-144

  Bansal, Ravi ^a   Dahlquist, Magnus ^b  

^a DUKE UNIVERSITY   (United States)

^b STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

Forward premium; Forward rates; Interest rate differentials; Systematic risk

Indexed keywords

CAPITAL MARKET; EXCHANGE RATE; INFLATION; INTEREST RATE;

EID: 0034112701     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1996(99)00039-2     Document Type: Article

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