Are forward premia mean reverting?

Applied Financial Economics

Volumn 10, Issue 4, 2000, Pages 343-350

  Hejazi, Walid ^a   Li, Zhixin ^b  

^a UNIVERSITY OF TORONTO   (Canada)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039174202     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100050031462     Document Type: Article

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